+52.7%
DRAM vs BN
+3.3%
+49.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.2% |
| 7D | +7.9% | -1.0% | +8.9% | +8.5% |
| 30D | -15.4% | +14.0% | -29.4% | -20.7% |
| 3M | -25.5% | -9.0% | -16.5% | -20.7% |
| 6M | -22.3% | -8.8% | -13.4% | -15.8% |
| All | +52.7% | +3.3% | +49.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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