+62.5%
DRAM vs FLUT
-18.4%
+80.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -6.1% |
| 7D | -16.6% | +4.2% | -20.8% | -15.2% |
| 30D | -26.9% | +8.0% | -34.9% | -24.5% |
| 3M | -17.8% | -22.1% | +4.3% | -25.3% |
| 6M | +6.2% | -21.7% | +27.9% | +1.4% |
| All | +62.5% | -18.4% | +80.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling