+46.4%
DRAM vs ALL
+28.6%
+17.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | +2.1% |
| 7D | -14.7% | -0.1% | -14.5% | -14.5% |
| 30D | -28.9% | +13.8% | -42.8% | -9.6% |
| 3M | -18.1% | -2.8% | -15.3% | -20.7% |
| 6M | -23.0% | +23.7% | -46.7% | +26.3% |
| All | +46.4% | +28.6% | +17.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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