+52.7%
DRAM vs AU
-10.1%
+62.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.0% |
| 7D | +7.9% | -7.2% | +15.1% | +12.4% |
| 30D | -15.4% | -2.9% | -12.6% | -14.4% |
| 3M | -25.5% | -8.7% | -16.9% | -22.7% |
| 6M | -22.3% | -14.1% | -8.1% | -17.3% |
| All | +52.7% | -10.1% | +62.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling