+46.4%
DRAM vs ALB
-45.3%
+91.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.0% |
| 7D | -14.7% | +5.3% | -19.9% | -17.0% |
| 30D | -28.9% | -6.3% | -22.7% | -27.0% |
| 3M | -18.1% | -27.4% | +9.3% | -7.0% |
| 6M | -23.0% | -53.1% | +30.0% | +1.1% |
| All | +46.4% | -45.3% | +91.7% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling