+61.6%
DRAM vs ADI
+32.6%
+29.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.0% | +6.3% | +4.8% |
| 7D | -0.6% | +0.7% | -1.3% | -0.4% |
| 30D | -18.0% | +0.7% | -18.7% | -17.6% |
| 3M | -11.9% | +6.5% | -18.4% | -18.1% |
| 6M | -18.6% | -2.7% | -15.9% | -11.2% |
| All | +61.6% | +32.6% | +29.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling