+52.7%
DRAM vs D
+11.2%
+41.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.7% |
| 7D | +7.9% | -1.4% | +9.3% | +6.6% |
| 30D | -15.4% | +7.7% | -23.2% | -9.1% |
| 3M | -25.5% | -0.3% | -25.2% | -23.9% |
| 6M | -22.3% | +10.1% | -32.3% | -15.7% |
| All | +52.7% | +11.2% | +41.6% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling