+52.7%
DRAM vs FLR
+6.1%
+46.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.1% |
| 7D | +7.9% | +5.4% | +2.5% | +3.9% |
| 30D | -15.4% | +2.8% | -18.3% | -16.4% |
| 3M | -25.5% | -6.4% | -19.1% | -22.3% |
| 6M | -22.3% | +8.8% | -31.0% | -21.1% |
| All | +52.7% | +6.1% | +46.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling