+41.5%
DRAM vs BE
+38.8%
+2.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.7% | +4.5% |
| 7D | -18.2% | -14.7% | -3.4% | -11.1% |
| 30D | -34.5% | -40.5% | +6.0% | -16.5% |
| 3M | -23.6% | -24.3% | +0.7% | -14.2% |
| 6M | -19.3% | -39.3% | +20.0% | -2.7% |
| All | +41.5% | +38.8% | +2.8% | +52.9% |
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