-24.0%
DRAM vs FIG
-4.7%
-19.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -16.7% | -1.3% | -20.8% |
| 7D | -28.5% | -17.4% | -11.1% | -31.0% |
| 30D | -37.8% | -15.9% | -21.9% | -39.5% |
| 3M | -31.1% | -34.5% | +3.4% | -37.5% |
| All | -24.0% | -4.7% | -19.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 6mo: compounded portfolio wealth divided by compounded FIG 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…
6mo analysis · Full analysis span regression · 6 months rolling