-18.6%
DRAM vs BNS
+22.7%
-41.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.6% | +9.6% |
| 7D | -0.6% | -3.2% | +2.6% | +3.7% |
| 30D | -18.0% | +5.1% | -23.1% | -19.7% |
| 3M | -11.9% | +6.0% | -17.8% | -14.9% |
| 6M | -18.6% | +23.4% | -41.9% | -31.1% |
| All | -18.6% | +22.7% | -41.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 6mo: compounded portfolio wealth divided by compounded BNS 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…
6mo analysis · Full analysis span regression · 6 months rolling