+62.5%
DRAM vs FRMI
-64.2%
+126.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.6% | +5.3% | -2.4% |
| 7D | -16.6% | -39.7% | +23.1% | -4.5% |
| 30D | -26.9% | -55.2% | +28.3% | -10.2% |
| 3M | -17.8% | -71.2% | +53.3% | +11.9% |
| 6M | +6.2% | -64.1% | +70.3% | +45.7% |
| All | +62.5% | -64.2% | +126.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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