+6.2%
DRAM vs FIX
-41.5%
+47.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -15.1% | +9.8% | +8.6% |
| 7D | -16.6% | -18.9% | +2.3% | +0.1% |
| 30D | -26.9% | -36.3% | +9.4% | +12.4% |
| 3M | -17.8% | -38.5% | +20.7% | +31.2% |
| 6M | +6.2% | -42.3% | +48.5% | +91.9% |
| All | +6.2% | -41.5% | +47.7% | +91.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling