+61.6%
DRAM vs CAT
-14.2%
+75.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.9% | +7.4% | +6.5% |
| 7D | -0.6% | +1.7% | -2.3% | -1.6% |
| 30D | -18.0% | -24.6% | +6.5% | +18.6% |
| 3M | -11.9% | -28.5% | +16.6% | +36.6% |
| 6M | -18.6% | -34.8% | +16.2% | +50.6% |
| All | +61.6% | -14.2% | +75.8% | +166.1% |
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