-9.1%
DRAM vs BITO
+25.4%
-34.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +8.8% |
| 7D | +6.9% | +2.9% | +4.0% | +3.3% |
| 30D | +11.1% | +22.6% | -11.5% | -14.7% |
| 3M | -9.1% | +24.7% | -33.8% | -31.1% |
| All | -9.1% | +25.4% | -34.5% | -31.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling