+41.5%
DRAM vs GEN
+61.9%
-20.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +5.6% |
| 7D | -18.2% | +2.3% | -20.4% | -17.7% |
| 30D | -34.5% | +33.1% | -67.6% | -30.7% |
| 3M | -23.6% | +6.5% | -30.1% | -21.8% |
| 6M | -19.3% | +53.8% | -73.1% | -24.5% |
| All | +41.5% | +61.9% | -20.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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