+115.0%
DRAM vs AS
-10.1%
+125.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +5.3% |
| 7D | +6.9% | -4.9% | +11.8% | +8.6% |
| 30D | +11.1% | -19.6% | +30.7% | +20.0% |
| 3M | -9.1% | -14.4% | +5.2% | -5.8% |
| All | +115.0% | -10.1% | +125.1% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling