+61.6%
DRAM vs BAC
+5.0%
+56.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.4% |
| 7D | -0.6% | -1.9% | +1.3% | +0.3% |
| 30D | -18.0% | -7.2% | -10.9% | -16.4% |
| 3M | -11.9% | -20.4% | +8.6% | -9.5% |
| 6M | -18.6% | +1.3% | -19.8% | -9.3% |
| All | +61.6% | +5.0% | +56.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling