+33.3%
DRAM vs AS
-4.6%
+37.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.3% | -15.7% | -17.4% |
| 7D | -28.5% | +7.1% | -35.6% | -29.5% |
| 30D | -37.8% | +12.8% | -50.6% | -39.7% |
| 3M | -31.1% | -14.7% | -16.4% | -26.4% |
| 6M | -20.0% | -9.9% | -10.1% | -17.4% |
| All | +33.3% | -4.6% | +37.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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