+50.5%
DRAM vs CAPR
-66.1%
+116.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +6.1% |
| 7D | -9.8% | +36.0% | -45.9% | -10.4% |
| 30D | -26.9% | +25.8% | -52.7% | -27.2% |
| 3M | -17.4% | +140.8% | -158.3% | -19.0% |
| 6M | -20.9% | -67.6% | +46.7% | -6.4% |
| All | +50.5% | -66.1% | +116.6% | +74.1% |
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