+64.1%
MSFT vs ROL
+13.1%
+51.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +1.7% | +9.5% | -7.8% | 0.0% |
| 30D | +0.2% | +22.9% | -22.8% | -3.8% |
| 3M | +6.4% | +3.5% | +2.8% | +5.6% |
| 6M | +28.7% | -29.4% | +58.1% | +38.0% |
| YTD | +10.4% | -36.1% | +46.5% | +20.4% |
| 1Y | +7.6% | -34.4% | +42.0% | +16.5% |
| 3Y | +52.3% | +4.0% | +48.3% | +42.9% |
| All | +64.1% | +13.1% | +51.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling