+41.5%
DRAM vs FIX
-26.1%
+67.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.7% | +1.0% |
| 7D | -18.2% | -17.5% | -0.7% | -3.2% |
| 30D | -34.5% | -41.6% | +7.0% | +10.0% |
| 3M | -23.6% | -40.6% | +17.0% | +23.8% |
| 6M | -19.3% | -49.4% | +30.1% | +61.8% |
| All | +41.5% | -26.1% | +67.6% | +127.6% |
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