+46.4%
DRAM vs BE
+48.5%
-2.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.6% | -0.6% |
| 7D | -14.7% | -13.4% | -1.3% | -8.2% |
| 30D | -28.9% | -33.9% | +5.0% | -13.9% |
| 3M | -18.1% | -12.0% | -6.1% | -14.4% |
| 6M | -23.0% | -29.0% | +5.9% | -11.5% |
| All | +46.4% | +48.5% | -2.1% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling