+57.3%
DRAM vs CAT
-13.7%
+71.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.5% |
| 7D | +18.0% | +9.3% | +8.6% | +5.0% |
| 30D | -17.4% | -21.5% | +4.1% | +13.4% |
| 3M | -20.3% | -29.1% | +8.8% | +24.8% |
| 6M | -14.9% | -33.4% | +18.5% | +54.5% |
| All | +57.3% | -13.7% | +71.0% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling