+120.1%
DRAM vs BITO
+16.9%
+103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +3.9% |
| 7D | +11.0% | +1.5% | +9.4% | +8.7% |
| 30D | +20.8% | +20.0% | +0.7% | -1.6% |
| 3M | +1.0% | +22.8% | -21.8% | -17.9% |
| All | +120.1% | +16.9% | +103.2% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling