+52.7%
DRAM vs CAPR
-67.2%
+120.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | -2.6% |
| 7D | +7.9% | +5.9% | +2.0% | +7.6% |
| 30D | -15.4% | +44.6% | -60.0% | -16.1% |
| 3M | -25.5% | +126.4% | -151.9% | -26.9% |
| 6M | -22.3% | -68.6% | +46.3% | -8.1% |
| All | +52.7% | -67.2% | +120.0% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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