+61.6%
DRAM vs DIA
+14.8%
+46.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.8% | +9.3% |
| 7D | -0.6% | -1.6% | +1.0% | +3.9% |
| 30D | -18.0% | +1.3% | -19.3% | -18.4% |
| 3M | -11.9% | -2.1% | -9.8% | -6.4% |
| 6M | -18.6% | +6.2% | -24.8% | -27.2% |
| All | +61.6% | +14.8% | +46.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling