+62.5%
DRAM vs FITB
+21.4%
+41.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.0% |
| 7D | -16.6% | +2.3% | -19.0% | -16.2% |
| 30D | -26.9% | +7.7% | -34.6% | -25.9% |
| 3M | -17.8% | -4.5% | -13.3% | -18.9% |
| 6M | +6.2% | +12.5% | -6.3% | +11.9% |
| All | +62.5% | +21.4% | +41.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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