+50.5%
DRAM vs CASY
-5.7%
+56.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.7% | +6.5% |
| 7D | -9.8% | +3.6% | -13.4% | -9.0% |
| 30D | -26.9% | +7.2% | -34.1% | -25.9% |
| 3M | -17.4% | -16.9% | -0.5% | -18.4% |
| 6M | -20.9% | -19.3% | -1.5% | -11.9% |
| All | +50.5% | -5.7% | +56.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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