+52.7%
DRAM vs ADI
+29.0%
+23.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | +0.9% |
| 7D | +7.9% | +9.5% | -1.5% | -4.7% |
| 30D | -15.4% | -1.4% | -14.0% | -12.5% |
| 3M | -25.5% | +4.7% | -30.2% | -29.2% |
| 6M | -22.3% | -7.4% | -14.8% | -10.5% |
| All | +52.7% | +29.0% | +23.7% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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