+57.3%
DRAM vs HD
+9.2%
+48.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.9% |
| 7D | +18.0% | -0.5% | +18.4% | +17.7% |
| 30D | -17.4% | +18.5% | -35.9% | -13.1% |
| 3M | -20.3% | +2.2% | -22.5% | -17.8% |
| 6M | -14.9% | +13.8% | -28.7% | -13.4% |
| All | +57.3% | +9.2% | +48.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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