+115.0%
DRAM vs ADP
+39.0%
+76.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +3.2% |
| 7D | +6.9% | -3.4% | +10.3% | +1.1% |
| 30D | +11.1% | +2.8% | +8.3% | +17.0% |
| 3M | -9.1% | +20.9% | -30.1% | +31.7% |
| All | +115.0% | +39.0% | +76.0% | +232.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling