+61.6%
DRAM vs CG
-8.7%
+70.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.8% | +11.1% |
| 7D | -0.6% | -3.8% | +3.2% | +1.9% |
| 30D | -18.0% | +7.5% | -25.5% | -20.1% |
| 3M | -11.9% | -14.4% | +2.5% | -3.8% |
| 6M | -18.6% | -15.7% | -2.9% | -8.1% |
| All | +61.6% | -8.7% | +70.2% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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