+46.4%
DRAM vs CP
+21.4%
+25.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.8% |
| 7D | -14.7% | +2.8% | -17.5% | -14.3% |
| 30D | -28.9% | +11.0% | -40.0% | -28.6% |
| 3M | -18.1% | +3.8% | -21.9% | -16.4% |
| 6M | -23.0% | +9.5% | -32.5% | -23.6% |
| All | +46.4% | +21.4% | +25.0% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling