+41.5%
DRAM vs AR
-13.4%
+55.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +5.8% |
| 7D | -18.2% | -14.3% | -3.9% | -24.2% |
| 30D | -34.5% | +1.4% | -36.0% | -32.6% |
| 3M | -23.6% | +3.4% | -27.0% | -19.4% |
| 6M | -19.3% | -2.1% | -17.2% | -14.7% |
| All | +41.5% | -13.4% | +55.0% | +44.8% |
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