+62.5%
DRAM vs FDS
+53.4%
+9.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -3.1% |
| 7D | -16.6% | +9.4% | -26.1% | -10.2% |
| 30D | -26.9% | +23.8% | -50.6% | -13.0% |
| 3M | -17.8% | +25.1% | -43.0% | +0.1% |
| 6M | +6.2% | +53.8% | -47.6% | +65.4% |
| All | +62.5% | +53.4% | +9.1% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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