+46.4%
DRAM vs BTSG
+76.4%
-30.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.6% | -5.4% |
| 7D | -14.7% | +3.8% | -18.5% | -16.1% |
| 30D | -28.9% | +13.7% | -42.7% | -33.2% |
| 3M | -18.1% | +18.0% | -36.0% | -25.4% |
| 6M | -23.0% | +32.2% | -55.2% | -36.9% |
| All | +46.4% | +76.4% | -30.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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