+57.3%
DRAM vs FBTC
+7.8%
+49.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | +1.2% |
| 7D | +18.0% | -6.3% | +24.2% | +24.8% |
| 30D | -17.4% | -14.3% | -3.1% | -4.8% |
| 3M | -20.3% | +12.6% | -32.9% | -30.9% |
| 6M | -14.9% | -11.8% | -3.1% | -3.7% |
| All | +57.3% | +7.8% | +49.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling