+52.7%
DRAM vs BAX
+56.7%
-3.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -15.4% | +4.1% | -19.5% | -14.6% |
| 3M | -25.5% | -4.5% | -21.0% | -26.1% |
| 6M | -22.3% | +49.2% | -71.5% | -13.2% |
| All | +52.7% | +56.7% | -3.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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