+52.7%
DRAM vs FLUT
-19.1%
+71.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -3.2% |
| 7D | +7.9% | -0.7% | +8.6% | +7.6% |
| 30D | -15.4% | +9.3% | -24.7% | -12.5% |
| 3M | -25.5% | -17.5% | -8.0% | -30.1% |
| 6M | -22.3% | -14.6% | -7.6% | -26.4% |
| All | +52.7% | -19.1% | +71.8% | +46.0% |
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