+52.3%
MSFT vs ROL
+3.8%
+48.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +1.7% | +9.5% | -7.8% | +0.9% |
| 30D | +0.2% | +22.9% | -22.8% | -1.8% |
| 3M | +6.4% | +3.5% | +2.8% | +6.3% |
| 6M | +28.7% | -29.4% | +58.1% | +33.9% |
| YTD | +10.4% | -36.1% | +46.5% | +15.7% |
| 1Y | +7.6% | -34.4% | +42.0% | +12.2% |
| 3Y | +52.3% | +4.0% | +48.3% | +41.4% |
| All | +52.3% | +3.8% | +48.5% | +41.4% |
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