+52.7%
DRAM vs DD
+13.8%
+38.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.2% |
| 7D | +7.9% | +5.0% | +3.0% | +2.0% |
| 30D | -15.4% | +19.7% | -35.1% | -30.8% |
| 3M | -25.5% | +7.2% | -32.7% | -30.1% |
| 6M | -22.3% | +1.0% | -23.3% | -21.2% |
| All | +52.7% | +13.8% | +38.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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