+115.0%
DRAM vs DOW
-28.6%
+143.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +5.8% |
| 7D | +6.9% | -2.4% | +9.3% | +6.3% |
| 30D | +11.1% | +0.4% | +10.7% | +11.9% |
| 3M | -9.1% | -14.4% | +5.2% | -8.7% |
| All | +115.0% | -28.6% | +143.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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