+52.7%
DRAM vs DFNS
-97.6%
+150.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -2.8% |
| 7D | +7.9% | -6.0% | +13.9% | +8.0% |
| 30D | -15.4% | -71.2% | +55.8% | -14.1% |
| 3M | -25.5% | -94.5% | +69.0% | -23.4% |
| 6M | -22.3% | -96.5% | +74.3% | -7.3% |
| All | +52.7% | -97.6% | +150.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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