-19.3%
DRAM vs FLR
-12.3%
-7.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.8% | +3.8% |
| 7D | -18.2% | -0.8% | -17.4% | -17.0% |
| 30D | -34.5% | -9.1% | -25.4% | -29.9% |
| 3M | -23.6% | -4.7% | -19.0% | -23.0% |
| 6M | -19.3% | -14.2% | -5.0% | -16.0% |
| All | -19.3% | -12.3% | -7.0% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling