+5.7%
MSFT vs ROL
-33.8%
+39.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | +1.7% | +9.5% | -7.8% | +1.6% |
| 30D | +0.2% | +22.9% | -22.8% | -0.2% |
| 3M | +6.4% | +3.5% | +2.8% | +6.9% |
| 6M | +28.7% | -29.4% | +58.1% | +28.6% |
| YTD | +10.4% | -36.1% | +46.5% | +9.8% |
| All | +5.7% | -33.8% | +39.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling