+62.5%
DRAM vs CAT
-15.7%
+78.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | +1.3% |
| 7D | -16.6% | -17.1% | +0.5% | +5.0% |
| 30D | -26.9% | -30.1% | +3.3% | +14.8% |
| 3M | -17.8% | -32.4% | +14.6% | +35.8% |
| 6M | +6.2% | -32.1% | +38.3% | +93.9% |
| All | +62.5% | -15.7% | +78.2% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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