+57.3%
DRAM vs ADP
+55.2%
+2.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -1.8% |
| 7D | +18.0% | +0.3% | +17.7% | +18.7% |
| 30D | -17.4% | +11.6% | -29.0% | +0.5% |
| 3M | -20.3% | +15.1% | -35.4% | +2.5% |
| 6M | -14.9% | +46.0% | -60.9% | +59.1% |
| All | +57.3% | +55.2% | +2.1% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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