+62.5%
DRAM vs BAC
+7.0%
+55.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -5.8% |
| 7D | -16.6% | +1.5% | -18.2% | -16.6% |
| 30D | -26.9% | -4.4% | -22.5% | -26.0% |
| 3M | -17.8% | -17.5% | -0.3% | -16.2% |
| 6M | +6.2% | -0.1% | +6.3% | +18.0% |
| All | +62.5% | +7.0% | +55.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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