+115.0%
DRAM vs COMP
+60.0%
+55.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | +6.9% | +1.4% | +5.5% | +6.6% |
| 30D | +11.1% | -13.3% | +24.4% | +14.1% |
| 3M | -9.1% | +41.1% | -50.3% | -17.1% |
| All | +115.0% | +60.0% | +55.0% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling