-18.6%
DRAM vs FRSH
+37.7%
-56.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +11.0% |
| 7D | -0.6% | -8.9% | +8.3% | -4.2% |
| 30D | -18.0% | -13.2% | -4.8% | -22.5% |
| 3M | -11.9% | +0.9% | -12.8% | -7.3% |
| 6M | -18.6% | +40.3% | -58.9% | +0.4% |
| All | -18.6% | +37.7% | -56.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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