-20.0%
DRAM vs BAC
-4.4%
-15.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -3.6% | -14.3% | -17.2% |
| 7D | -28.5% | -2.7% | -25.8% | -27.6% |
| 30D | -37.8% | -8.0% | -29.8% | -37.1% |
| 3M | -31.1% | -20.9% | -10.2% | -32.1% |
| 6M | -20.0% | -5.4% | -14.7% | -3.2% |
| All | -20.0% | -4.4% | -15.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling