-31.1%
DRAM vs ALL
+1.2%
-32.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.9% | -17.1% | -19.1% |
| 7D | -28.5% | +4.2% | -32.7% | -24.2% |
| 30D | -37.8% | +18.9% | -56.7% | -22.3% |
| 3M | -31.1% | +1.2% | -32.4% | -28.5% |
| All | -31.1% | +1.2% | -32.3% | -28.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling