+61.6%
DRAM vs FAST
+22.3%
+39.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +10.6% |
| 7D | -0.6% | +4.3% | -4.9% | +0.3% |
| 30D | -18.0% | +8.3% | -26.4% | -16.1% |
| 3M | -11.9% | +6.5% | -18.3% | -10.1% |
| 6M | -18.6% | +29.5% | -48.1% | -14.9% |
| All | +61.6% | +22.3% | +39.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling