+115.0%
DRAM vs FIX
+17.0%
+98.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +4.4% |
| 7D | +6.9% | +6.0% | +0.9% | -0.1% |
| 30D | +11.1% | -7.2% | +18.3% | +20.8% |
| 3M | -9.1% | -15.9% | +6.7% | +14.2% |
| All | +115.0% | +17.0% | +98.1% | +128.1% |
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 · Available span rolling