+9.0%
MSFT vs RRX
+30.0%
-21.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.6% | +10.3% | +6.6% |
| 7D | +4.7% | +7.6% | -3.0% | +4.7% |
| 30D | +5.8% | +7.5% | -1.7% | +5.8% |
| 3M | +13.0% | -21.0% | +34.0% | +11.7% |
| 6M | +34.9% | -18.1% | +53.0% | +32.9% |
| YTD | +15.7% | +24.3% | -8.6% | +19.4% |
| 1Y | +9.0% | +29.3% | -20.4% | +11.9% |
| All | +9.0% | +30.0% | -21.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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