+61.6%
DRAM vs DAR
-13.7%
+75.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.1% | +5.3% | +8.4% |
| 7D | -0.6% | +3.6% | -4.2% | -1.8% |
| 30D | -18.0% | -11.3% | -6.8% | -16.5% |
| 3M | -11.9% | -13.1% | +1.2% | -9.6% |
| 6M | -18.6% | -15.1% | -3.5% | -14.9% |
| All | +61.6% | -13.7% | +75.2% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling