+52.7%
DRAM vs BAH
+9.1%
+43.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -3.1% |
| 7D | +7.9% | +1.7% | +6.2% | +9.4% |
| 30D | -15.4% | +20.8% | -36.2% | -1.1% |
| 3M | -25.5% | +11.6% | -37.1% | -17.7% |
| 6M | -22.3% | +23.1% | -45.4% | +8.4% |
| All | +52.7% | +9.1% | +43.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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