+41.5%
DRAM vs BB
+165.7%
-124.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.7% | +4.4% |
| 7D | -18.2% | +3.8% | -22.0% | -19.2% |
| 30D | -34.5% | -0.3% | -34.2% | -34.3% |
| 3M | -23.6% | -0.5% | -23.2% | -24.3% |
| 6M | -19.3% | +45.9% | -65.2% | -14.5% |
| All | +41.5% | +165.7% | -124.1% | +56.3% |
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