+52.7%
DRAM vs FIX
-19.1%
+71.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -1.6% |
| 7D | +7.9% | +9.4% | -1.5% | -0.8% |
| 30D | -15.4% | -27.8% | +12.3% | +14.7% |
| 3M | -25.5% | -35.6% | +10.0% | +12.1% |
| 6M | -22.3% | -45.2% | +23.0% | +44.0% |
| All | +52.7% | -19.1% | +71.9% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling