+46.4%
DRAM vs BTDR
-28.1%
+74.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.2% |
| 7D | -14.7% | -7.4% | -7.3% | -11.3% |
| 30D | -28.9% | -33.4% | +4.5% | -14.5% |
| 3M | -18.1% | -26.3% | +8.2% | -8.4% |
| 6M | -23.0% | -52.4% | +29.4% | +7.6% |
| All | +46.4% | -28.1% | +74.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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