+43.3%
MSFT vs DRAM
+50.5%
-7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.2% |
| 7D | +2.3% | -14.7% | +17.0% | +2.5% |
| 30D | -0.4% | -28.9% | +28.6% | -0.3% |
| 3M | +5.6% | -18.1% | +23.6% | +5.7% |
| 6M | +29.0% | -23.0% | +52.0% | +26.7% |
| All | +43.3% | +50.5% | -7.2% | +36.5% |
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