+62.5%
DRAM vs CI
+15.5%
+47.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | -2.0% |
| 7D | -16.6% | +3.5% | -20.2% | -13.6% |
| 30D | -26.9% | +12.6% | -39.4% | -17.7% |
| 3M | -17.8% | +12.1% | -29.9% | -7.3% |
| 6M | +6.2% | +10.6% | -4.4% | +23.1% |
| All | +62.5% | +15.5% | +47.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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