+133,470.8%
MSFT vs ROK
+15,847.2%
+117,623.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +2.7% | -3.3% | +6.0% | +3.8% |
| 3M | +17.0% | -5.9% | +22.8% | +18.6% |
| 6M | +23.8% | +13.9% | +10.0% | +16.7% |
| YTD | +4.0% | +12.6% | -8.6% | -2.1% |
| 1Y | -0.8% | +28.6% | -29.4% | -11.1% |
| 3Y | +55.6% | +45.1% | +10.5% | +29.3% |
| 5Y | +72.9% | +45.6% | +27.3% | +41.5% |
| 10Y | +875.8% | +345.0% | +530.8% | +426.1% |
| All | +133,470.8% | +15,847.2% | +117,623.6% | +19,415.3% |
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