+46.4%
DRAM vs DIA
+14.2%
+32.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.1% |
| 7D | -14.7% | +0.9% | -15.6% | -14.5% |
| 30D | -28.9% | +1.1% | -30.0% | -29.1% |
| 3M | -18.1% | -2.9% | -15.2% | -11.5% |
| 6M | -23.0% | +5.9% | -28.9% | -30.8% |
| All | +46.4% | +14.2% | +32.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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