+57.3%
DRAM vs ALL
+31.3%
+25.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | +0.2% |
| 7D | +18.0% | 0.0% | +18.0% | +18.5% |
| 30D | -17.4% | +12.8% | -30.2% | +3.3% |
| 3M | -20.3% | +4.7% | -25.0% | -11.9% |
| 6M | -14.9% | +24.9% | -39.8% | +44.4% |
| All | +57.3% | +31.3% | +25.9% | +171.6% |
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