-31.1%
DRAM vs FLEX
-46.9%
+15.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -13.6% | -4.3% | -8.2% |
| 7D | -28.5% | -28.3% | -0.2% | -10.4% |
| 30D | -37.8% | -45.0% | +7.2% | -7.5% |
| 3M | -31.1% | -45.2% | +14.1% | +4.0% |
| All | -31.1% | -46.9% | +15.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3mo: compounded portfolio wealth divided by compounded FLEX 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…
3mo analysis · Full analysis span regression · Available span rolling