+62.5%
DRAM vs BNY
+29.9%
+32.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.3% | -7.6% | -7.1% |
| 7D | -16.6% | +2.8% | -19.4% | -18.5% |
| 30D | -26.9% | +6.7% | -33.6% | -30.5% |
| 3M | -17.8% | -2.2% | -15.6% | -16.0% |
| 6M | +6.2% | +16.8% | -10.6% | -6.2% |
| All | +62.5% | +29.9% | +32.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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