+57.3%
DRAM vs BE
+61.8%
-4.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -0.9% |
| 7D | +18.0% | +20.5% | -2.6% | +7.5% |
| 30D | -17.4% | -23.4% | +6.0% | -6.7% |
| 3M | -20.3% | -14.9% | -5.5% | -15.6% |
| 6M | -14.9% | -28.1% | +13.2% | -5.3% |
| All | +57.3% | +61.8% | -4.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling