+50.5%
DRAM vs FIX
-19.1%
+69.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | -2.5% |
| 7D | -9.8% | -7.2% | -2.6% | -4.7% |
| 30D | -26.9% | -35.1% | +8.2% | +10.8% |
| 3M | -17.4% | -34.3% | +16.8% | +21.1% |
| 6M | -20.9% | -42.9% | +22.1% | +42.0% |
| All | +50.5% | -19.1% | +69.6% | +122.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling