+115.0%
DRAM vs DIS
+10.5%
+104.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +5.7% |
| 7D | +6.9% | -2.6% | +9.5% | +5.5% |
| 30D | +11.1% | +3.5% | +7.6% | +13.3% |
| 3M | -9.1% | +6.8% | -16.0% | -4.7% |
| All | +115.0% | +10.5% | +104.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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 · Available span rolling