+52.7%
DRAM vs ALL
+31.8%
+20.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.3% |
| 7D | +7.9% | +5.0% | +2.9% | +17.3% |
| 30D | -15.4% | +13.3% | -28.8% | +6.6% |
| 3M | -25.5% | +3.2% | -28.7% | -19.8% |
| 6M | -22.3% | +25.3% | -47.6% | +32.7% |
| All | +52.7% | +31.8% | +20.9% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling