-19.3%
DRAM vs A
+46.4%
-65.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.4% | +5.5% |
| 7D | -18.2% | -0.1% | -18.1% | -17.9% |
| 30D | -34.5% | +3.4% | -37.9% | -34.5% |
| 3M | -23.6% | +23.8% | -47.4% | -25.7% |
| 6M | -19.3% | +49.0% | -68.3% | -21.3% |
| All | -19.3% | +46.4% | -65.7% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling