+41.5%
DRAM vs CAPR
-69.1%
+110.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +6.1% |
| 7D | -18.2% | +41.1% | -59.2% | -18.7% |
| 30D | -34.5% | +11.1% | -45.6% | -34.6% |
| 3M | -23.6% | +115.3% | -138.9% | -24.9% |
| 6M | -19.3% | -73.8% | +54.5% | -5.3% |
| All | +41.5% | -69.1% | +110.6% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling