+33.3%
DRAM vs COMP
+32.7%
+0.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -8.2% | -9.8% | -16.2% |
| 7D | -28.5% | -1.8% | -26.7% | -27.8% |
| 30D | -37.8% | -0.8% | -37.1% | -37.6% |
| 3M | -31.1% | -28.1% | -3.0% | -26.4% |
| 6M | -20.0% | +27.0% | -47.0% | -25.2% |
| All | +33.3% | +32.7% | +0.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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