+52.7%
DRAM vs BR
+20.9%
+31.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.3% |
| 7D | +7.9% | +1.1% | +6.8% | +9.2% |
| 30D | -15.4% | +14.4% | -29.8% | -1.2% |
| 3M | -25.5% | +12.4% | -37.9% | -13.4% |
| 6M | -22.3% | +35.4% | -57.7% | +17.5% |
| All | +52.7% | +20.9% | +31.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling