+50.5%
DRAM vs FAST
+20.3%
+30.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +7.1% |
| 7D | -9.8% | +3.8% | -13.6% | -8.9% |
| 30D | -26.9% | +8.1% | -35.0% | -25.1% |
| 3M | -17.4% | +5.8% | -23.2% | -15.8% |
| 6M | -20.9% | +24.9% | -45.7% | -17.5% |
| All | +50.5% | +20.3% | +30.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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