+62.5%
DRAM vs BB
+166.3%
-103.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.0% | -12.3% | -7.9% |
| 7D | -16.6% | -6.8% | -9.8% | -14.5% |
| 30D | -26.9% | -3.5% | -23.3% | -26.3% |
| 3M | -17.8% | -1.2% | -16.6% | -18.6% |
| 6M | +6.2% | +57.0% | -50.8% | +12.6% |
| All | +62.5% | +166.3% | -103.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling