-20.0%
DRAM vs BA
-22.7%
+2.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.5% | -15.4% | -16.8% |
| 7D | -28.5% | -0.1% | -28.4% | -28.3% |
| 30D | -37.8% | -9.1% | -28.7% | -35.1% |
| 3M | -31.1% | -28.2% | -2.9% | -16.9% |
| 6M | -20.0% | -23.1% | +3.1% | -6.9% |
| All | -20.0% | -22.7% | +2.6% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling