+57.3%
DRAM vs BA
-15.5%
+72.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -1.8% |
| 7D | +18.0% | -0.6% | +18.5% | +18.3% |
| 30D | -17.4% | -8.0% | -9.4% | -14.1% |
| 3M | -20.3% | -25.8% | +5.5% | -5.0% |
| 6M | -14.9% | -27.6% | +12.7% | +5.0% |
| All | +57.3% | -15.5% | +72.8% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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