+34.3%
MSFT vs DRAM
+121.1%
-86.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.6% | -8.7% | -2.0% |
| 7D | -2.7% | +6.9% | -9.6% | -2.6% |
| 30D | +2.7% | +11.1% | -8.4% | +2.8% |
| 3M | +17.0% | -9.1% | +26.1% | +13.4% |
| All | +34.3% | +121.1% | -86.7% | +27.8% |
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 · Available span rolling