+61.6%
DRAM vs D
+11.8%
+49.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.8% | +9.9% |
| 7D | -0.6% | -2.4% | +1.8% | -2.7% |
| 30D | -18.0% | +9.0% | -27.0% | -11.0% |
| 3M | -11.9% | +1.0% | -12.8% | -9.1% |
| 6M | -18.6% | +11.0% | -29.6% | -11.2% |
| All | +61.6% | +11.8% | +49.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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