+55.0%
MSFT vs ROL
+7.0%
+48.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | +2.7% | -4.1% | +6.8% | +3.1% |
| 3M | +17.0% | -22.5% | +39.5% | +19.9% |
| 6M | +23.8% | -37.7% | +61.5% | +29.3% |
| YTD | +4.0% | -39.6% | +43.6% | +8.6% |
| 1Y | -0.8% | -36.0% | +35.2% | +2.8% |
| All | +55.0% | +7.0% | +48.0% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling