+57.3%
DRAM vs CLF
+61.6%
-4.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.4% |
| 7D | +18.0% | +16.0% | +2.0% | +9.6% |
| 30D | -17.4% | +1.6% | -19.0% | -17.8% |
| 3M | -20.3% | +6.7% | -27.0% | -22.9% |
| 6M | -14.9% | +21.1% | -36.0% | -23.3% |
| All | +57.3% | +61.6% | -4.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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