+62.5%
DRAM vs DECK
-9.9%
+72.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.0% | -11.3% | -4.1% |
| 7D | -16.6% | +10.4% | -27.0% | -15.0% |
| 30D | -26.9% | +11.1% | -37.9% | -25.3% |
| 3M | -17.8% | -10.8% | -7.0% | -18.5% |
| 6M | +6.2% | -8.7% | +15.0% | +3.7% |
| All | +62.5% | -9.9% | +72.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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