+62.5%
DRAM vs BP
-2.1%
+64.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.2% | -6.9% |
| 7D | -16.6% | -8.4% | -8.3% | -19.7% |
| 30D | -26.9% | +2.2% | -29.1% | -25.5% |
| 3M | -17.8% | +8.8% | -26.6% | -13.5% |
| 6M | +6.2% | -0.5% | +6.7% | +9.5% |
| All | +62.5% | -2.1% | +64.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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