+73.4%
MSFT vs DLR
+34.8%
+38.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | +2.7% | -3.4% | +6.1% | +3.7% |
| 3M | +17.0% | +0.5% | +16.5% | +16.0% |
| 6M | +23.8% | +4.6% | +19.3% | +20.7% |
| YTD | +4.0% | +23.4% | -19.4% | -4.9% |
| 1Y | -0.8% | +19.0% | -19.8% | -8.6% |
| 3Y | +55.6% | +56.5% | -0.9% | +24.7% |
| All | +73.4% | +34.8% | +38.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling