-31.1%
DRAM vs FAST
+6.3%
-37.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.6% | -17.4% | -18.3% |
| 7D | -28.5% | +0.7% | -29.1% | -28.1% |
| 30D | -37.8% | +4.6% | -42.5% | -35.3% |
| 3M | -31.1% | +6.4% | -37.5% | -28.3% |
| All | -31.1% | +6.3% | -37.5% | -28.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling