+62.5%
DRAM vs ALB
-45.3%
+107.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -7.6% |
| 7D | -16.6% | -2.1% | -14.6% | -15.8% |
| 30D | -26.9% | -9.0% | -17.8% | -23.7% |
| 3M | -17.8% | -21.1% | +3.3% | -10.7% |
| 6M | +6.2% | -49.9% | +56.1% | +38.6% |
| All | +62.5% | -45.3% | +107.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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