+62.5%
DRAM vs DAR
-16.7%
+79.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.8% |
| 7D | -16.6% | -5.7% | -11.0% | -15.6% |
| 30D | -26.9% | -16.6% | -10.3% | -24.1% |
| 3M | -17.8% | -13.1% | -4.8% | -15.0% |
| 6M | +6.2% | -18.8% | +25.0% | +11.3% |
| All | +62.5% | -16.7% | +79.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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