+50.5%
DRAM vs CI
+11.8%
+38.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.7% | +7.0% |
| 7D | -9.8% | +0.1% | -9.9% | -9.5% |
| 30D | -26.9% | +4.7% | -31.6% | -23.2% |
| 3M | -17.4% | +5.2% | -22.7% | -12.2% |
| 6M | -20.9% | +3.8% | -24.7% | -10.8% |
| All | +50.5% | +11.8% | +38.7% | +67.2% |
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