-32.8%
DRAM vs INIO
-58.1%
+25.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.6% | +4.9% | +1.8% |
| 7D | -14.7% | -24.8% | +10.1% | -0.4% |
| 30D | -28.9% | -30.4% | +1.5% | -13.6% |
| 3M | -18.1% | -49.2% | +31.2% | +23.8% |
| All | -32.8% | -58.1% | +25.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling