+46.4%
DRAM vs GEN
+63.1%
-16.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | -14.7% | +1.0% | -15.7% | -14.4% |
| 30D | -28.9% | +29.1% | -58.0% | -25.0% |
| 3M | -18.1% | +2.9% | -21.0% | -16.5% |
| 6M | -23.0% | +33.6% | -56.6% | -24.0% |
| All | +46.4% | +63.1% | -16.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling