+61.6%
DRAM vs HWM
-4.3%
+65.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.3% | +8.1% | +9.1% |
| 7D | -0.6% | +5.0% | -5.5% | -2.7% |
| 30D | -18.0% | +1.5% | -19.6% | -18.1% |
| 3M | -11.9% | -20.3% | +8.5% | -0.4% |
| 6M | -18.6% | -18.0% | -0.5% | -10.2% |
| All | +61.6% | -4.3% | +65.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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