+62.5%
DRAM vs DUK
0.0%
+62.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -0.5% |
| 7D | -16.6% | +4.9% | -21.5% | -7.9% |
| 30D | -26.9% | +13.8% | -40.7% | -4.6% |
| 3M | -17.8% | +5.2% | -23.0% | -8.3% |
| 6M | +6.2% | +3.5% | +2.8% | +24.5% |
| All | +62.5% | 0.0% | +62.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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