+33.3%
DRAM vs FN
-42.1%
+75.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -14.2% | -3.7% | -9.3% |
| 7D | -28.5% | -16.0% | -12.5% | -20.3% |
| 30D | -37.8% | -40.1% | +2.3% | -16.0% |
| 3M | -31.1% | -43.9% | +12.8% | -5.5% |
| 6M | -20.0% | -55.6% | +35.6% | +23.4% |
| All | +33.3% | -42.1% | +75.4% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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