+61.6%
DRAM vs ACWI
+15.4%
+46.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +5.6% |
| 7D | -0.6% | -0.7% | +0.1% | +4.3% |
| 30D | -18.0% | -2.0% | -16.0% | -8.6% |
| 3M | -11.9% | -2.2% | -9.7% | -0.8% |
| 6M | -18.6% | +1.9% | -20.5% | -17.9% |
| All | +61.6% | +15.4% | +46.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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