+62.5%
DRAM vs BLK
+32.9%
+29.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -6.3% |
| 7D | -16.6% | +5.7% | -22.4% | -17.5% |
| 30D | -26.9% | +14.8% | -41.7% | -29.1% |
| 3M | -17.8% | +8.8% | -26.6% | -19.6% |
| 6M | +6.2% | +17.6% | -11.4% | +5.1% |
| All | +62.5% | +32.9% | +29.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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