+62.5%
DRAM vs A
+56.1%
+6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.6% |
| 7D | -16.6% | -2.4% | -14.3% | -16.0% |
| 30D | -26.9% | +3.6% | -30.4% | -27.3% |
| 3M | -17.8% | +27.5% | -45.3% | -22.5% |
| 6M | +6.2% | +58.5% | -52.3% | -6.1% |
| All | +62.5% | +56.1% | +6.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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