+62.5%
DRAM vs CB
+14.7%
+47.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -0.3% |
| 7D | -16.6% | +5.3% | -21.9% | -5.4% |
| 30D | -26.9% | +13.2% | -40.1% | -0.1% |
| 3M | -17.8% | +7.8% | -25.6% | 0.0% |
| 6M | +6.2% | +15.8% | -9.6% | +78.9% |
| All | +62.5% | +14.7% | +47.8% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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