+62.5%
DRAM vs FND
+12.3%
+50.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.9% | -16.2% | -6.3% |
| 7D | -16.6% | +12.3% | -29.0% | -17.6% |
| 30D | -26.9% | +14.7% | -41.6% | -28.0% |
| 3M | -17.8% | -12.0% | -5.8% | -14.9% |
| 6M | +6.2% | +10.8% | -4.5% | +2.1% |
| All | +62.5% | +12.3% | +50.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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