+62.5%
DRAM vs AR
-10.2%
+72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -8.2% |
| 7D | -16.6% | -11.1% | -5.5% | -21.4% |
| 30D | -26.9% | +7.9% | -34.8% | -22.3% |
| 3M | -17.8% | +4.9% | -22.7% | -13.1% |
| 6M | +6.2% | -5.3% | +11.5% | +11.3% |
| All | +62.5% | -10.2% | +72.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling