+46.4%
DRAM vs AR
-9.7%
+56.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +5.0% |
| 7D | -14.7% | -5.8% | -8.9% | -17.4% |
| 30D | -28.9% | +4.8% | -33.8% | -26.2% |
| 3M | -18.1% | +1.5% | -19.6% | -15.5% |
| 6M | -23.0% | +4.7% | -27.7% | -16.7% |
| All | +46.4% | -9.7% | +56.1% | +52.0% |
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