+61.6%
DRAM vs DG
+19.9%
+41.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | -0.6% | -3.0% | +2.4% | -2.2% |
| 30D | -18.0% | +8.6% | -26.7% | -13.8% |
| 3M | -11.9% | +15.0% | -26.9% | -4.6% |
| 6M | -18.6% | +32.7% | -51.3% | -12.3% |
| All | +61.6% | +19.9% | +41.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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