+46.4%
DRAM vs FCUV
-81.2%
+127.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.4% | -2.7% |
| 7D | -14.7% | -15.3% | +0.6% | -14.9% |
| 30D | -28.9% | -29.7% | +0.8% | -29.2% |
| 3M | -18.1% | -54.5% | +36.4% | -18.2% |
| 6M | -23.0% | -26.7% | +3.7% | -15.1% |
| All | +46.4% | -81.2% | +127.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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