+41.5%
DRAM vs ADP
+52.8%
-11.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +4.2% |
| 7D | -18.2% | +3.2% | -21.4% | -13.2% |
| 30D | -34.5% | +14.9% | -49.4% | -16.7% |
| 3M | -23.6% | +11.6% | -35.2% | -6.5% |
| 6M | -19.3% | +48.5% | -67.7% | +48.7% |
| All | +41.5% | +52.8% | -11.3% | +160.2% |
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