-20.0%
DRAM vs DAL
+24.8%
-44.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.3% | -13.6% | -15.1% |
| 7D | -28.5% | +4.6% | -33.0% | -30.1% |
| 30D | -37.8% | +2.3% | -40.1% | -38.2% |
| 3M | -31.1% | -8.1% | -23.0% | -26.1% |
| 6M | -20.0% | +21.4% | -41.5% | -28.4% |
| All | -20.0% | +24.8% | -44.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 6mo: compounded portfolio wealth divided by compounded DAL 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…
6mo analysis · Full analysis span regression · 6 months rolling