+41.5%
DRAM vs EW
+25.9%
+15.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.5% |
| 7D | -18.2% | +11.0% | -29.2% | -16.5% |
| 30D | -34.5% | +19.1% | -53.6% | -32.3% |
| 3M | -23.6% | +14.4% | -38.0% | -21.5% |
| 6M | -19.3% | +22.8% | -42.1% | -14.0% |
| All | +41.5% | +25.9% | +15.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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