+40.1%
MSFT vs DRAM
+66.1%
-26.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.6% | -2.4% |
| 7D | -6.2% | -0.6% | -5.7% | -6.2% |
| 30D | -3.7% | -18.0% | +14.3% | -3.7% |
| 3M | +3.6% | -11.9% | +15.5% | +3.6% |
| 6M | +26.8% | -18.6% | +45.4% | +24.2% |
| All | +40.1% | +66.1% | -26.0% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling