+41.5%
DRAM vs D
+12.7%
+28.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +4.8% |
| 7D | -18.2% | +3.0% | -21.1% | -15.7% |
| 30D | -34.5% | +11.5% | -46.0% | -27.7% |
| 3M | -23.6% | +3.7% | -27.4% | -19.6% |
| 6M | -19.3% | +13.5% | -32.8% | -11.4% |
| All | +41.5% | +12.7% | +28.8% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling