+115.0%
DRAM vs CHD
+6.6%
+108.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.5% |
| 7D | +6.9% | -2.7% | +9.6% | +2.0% |
| 30D | +11.1% | -4.6% | +15.7% | +3.3% |
| 3M | -9.1% | +5.0% | -14.2% | +2.1% |
| All | +115.0% | +6.6% | +108.4% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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 · Available span rolling