+885.0%
MSFT vs DLR
+168.0%
+717.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +2.9% | -3.9% | -2.1% |
| 30D | -2.7% | -1.2% | -1.5% | -2.4% |
| 3M | +22.1% | +2.9% | +19.2% | +19.8% |
| 6M | +20.6% | +6.7% | +13.9% | +16.2% |
| YTD | +2.3% | +23.9% | -21.6% | -7.5% |
| 1Y | -0.5% | +18.6% | -19.2% | -9.0% |
| 3Y | +50.5% | +59.7% | -9.1% | +17.9% |
| 5Y | +72.3% | +42.1% | +30.3% | +38.6% |
| 10Y | +885.0% | +176.7% | +708.3% | +518.3% |
| All | +885.0% | +168.0% | +717.0% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling