+9.0%
MSFT vs DRI
+34.0%
-25.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +7.1% |
| 7D | +4.7% | +6.5% | -1.8% | +5.2% |
| 30D | +5.8% | +16.4% | -10.6% | +7.5% |
| 3M | +13.0% | +13.6% | -0.7% | +14.6% |
| 6M | +34.9% | +22.0% | +12.9% | +37.2% |
| YTD | +15.7% | +29.3% | -13.6% | +17.5% |
| 1Y | +9.0% | +32.0% | -23.1% | +10.7% |
| All | +9.0% | +34.0% | -25.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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