+62.5%
DRAM vs BITO
+18.3%
+44.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -7.7% |
| 7D | -16.6% | -1.9% | -14.7% | -15.3% |
| 30D | -26.9% | -6.7% | -20.1% | -22.5% |
| 3M | -17.8% | +23.1% | -40.9% | -34.6% |
| 6M | +6.2% | -2.0% | +8.3% | +9.1% |
| All | +62.5% | +18.3% | +44.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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