+61.6%
DRAM vs FDS
+50.1%
+11.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.6% | +12.4% |
| 7D | -0.6% | -2.1% | +1.6% | -2.3% |
| 30D | -18.0% | +16.0% | -34.0% | -7.5% |
| 3M | -11.9% | +18.8% | -30.7% | +2.7% |
| 6M | -18.6% | +54.1% | -72.7% | +24.0% |
| All | +61.6% | +50.1% | +11.5% | +147.1% |
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