-31.1%
DRAM vs ADP
+12.4%
-43.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +1.2% | -19.1% | -16.2% |
| 7D | -28.5% | +7.4% | -35.8% | -20.5% |
| 30D | -37.8% | +17.1% | -54.9% | -24.7% |
| 3M | -31.1% | +14.4% | -45.6% | -18.6% |
| All | -31.1% | +12.4% | -43.5% | -18.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling