+57.3%
DRAM vs CP
+22.5%
+34.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.5% |
| 7D | +18.0% | +0.9% | +17.1% | +18.0% |
| 30D | -17.4% | +10.3% | -27.7% | -16.7% |
| 3M | -20.3% | +2.3% | -22.6% | -18.8% |
| 6M | -14.9% | +10.7% | -25.6% | -15.6% |
| All | +57.3% | +22.5% | +34.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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