+50.5%
DRAM vs BAC
+4.8%
+45.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.1% | +5.5% |
| 7D | -9.8% | +2.0% | -11.8% | -9.4% |
| 30D | -26.9% | -6.9% | -20.0% | -25.4% |
| 3M | -17.4% | -19.6% | +2.1% | -15.1% |
| 6M | -20.9% | -0.5% | -20.4% | -11.5% |
| All | +50.5% | +4.8% | +45.7% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling