+52.7%
DRAM vs EW
+32.1%
+20.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.7% |
| 7D | +7.9% | +4.9% | +3.0% | +8.7% |
| 30D | -15.4% | +23.9% | -39.4% | -12.0% |
| 3M | -25.5% | +15.8% | -41.3% | -23.2% |
| 6M | -22.3% | +31.7% | -53.9% | -18.2% |
| All | +52.7% | +32.1% | +20.7% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling