-20.0%
DRAM vs FLUT
-20.0%
0.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +1.4% | -19.4% | -17.3% |
| 7D | -28.5% | +4.8% | -33.3% | -26.7% |
| 30D | -37.8% | +8.8% | -46.6% | -35.1% |
| 3M | -31.1% | -10.7% | -20.4% | -33.5% |
| 6M | -20.0% | -19.7% | -0.3% | -26.5% |
| All | -20.0% | -20.0% | 0.0% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling