+61.6%
DRAM vs BE
+67.8%
-6.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +13.0% | -2.6% | +3.9% |
| 7D | -0.6% | +4.5% | -5.1% | -2.3% |
| 30D | -18.0% | -20.1% | +2.1% | -9.4% |
| 3M | -11.9% | -0.8% | -11.0% | -13.2% |
| 6M | -18.6% | -26.2% | +7.6% | -10.9% |
| All | +61.6% | +67.8% | -6.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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