+50.5%
DRAM vs BP
-4.3%
+54.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.4% |
| 7D | -9.8% | -6.9% | -2.9% | -12.3% |
| 30D | -26.9% | -3.6% | -23.4% | -27.5% |
| 3M | -17.4% | +8.4% | -25.9% | -13.2% |
| 6M | -20.9% | +5.3% | -26.2% | -16.3% |
| All | +50.5% | -4.3% | +54.8% | +53.8% |
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