+49.4%
MSFT vs DRAM
+67.1%
-17.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.3% | +12.0% | +6.7% |
| 7D | +4.7% | -16.6% | +21.3% | +4.7% |
| 30D | +5.8% | -26.9% | +32.7% | +5.7% |
| 3M | +13.0% | -17.8% | +30.8% | +13.0% |
| 6M | +34.9% | +6.2% | +28.7% | +32.6% |
| All | +49.4% | +67.1% | -17.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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