+61.6%
DRAM vs ARWR
-18.3%
+79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.6% | +10.1% |
| 7D | -0.6% | -19.9% | +19.4% | +6.9% |
| 30D | -18.0% | -18.7% | +0.7% | -12.3% |
| 3M | -11.9% | -44.7% | +32.8% | +5.8% |
| 6M | -18.6% | -36.5% | +17.9% | -7.2% |
| All | +61.6% | -18.3% | +79.9% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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