+142,414.8%
MSFT vs ROK
+14,499.9%
+127,914.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | +2.3% | -11.0% | +13.4% | +6.1% |
| 30D | -0.4% | -8.2% | +7.8% | +2.2% |
| 3M | +5.6% | -8.5% | +14.0% | +8.2% |
| 6M | +29.0% | -12.0% | +40.9% | +32.9% |
| YTD | +10.9% | +3.1% | +7.9% | +7.1% |
| 1Y | +6.2% | +2.9% | +3.4% | +2.5% |
| 3Y | +47.6% | +60.7% | -13.0% | +17.8% |
| 5Y | +67.9% | +29.5% | +38.5% | +42.5% |
| 10Y | +922.9% | +262.6% | +660.3% | +488.8% |
| All | +142,414.8% | +14,499.9% | +127,914.8% | +21,254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling