+50.5%
DRAM vs DOW
-24.9%
+75.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +5.9% |
| 7D | -9.8% | -9.4% | -0.4% | -12.7% |
| 30D | -26.9% | +8.9% | -35.9% | -24.2% |
| 3M | -17.4% | +6.7% | -24.2% | -14.1% |
| 6M | -20.9% | -14.2% | -6.7% | -19.4% |
| All | +50.5% | -24.9% | +75.4% | +50.3% |
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 · 6 months rolling