+57.3%
DRAM vs INTU
-20.1%
+77.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -3.1% |
| 7D | +18.0% | -4.1% | +22.1% | +15.2% |
| 30D | -17.4% | +12.8% | -30.2% | -10.7% |
| 3M | -20.3% | +2.1% | -22.4% | -17.6% |
| 6M | -14.9% | -11.5% | -3.4% | -7.3% |
| All | +57.3% | -20.1% | +77.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 10y: compounded portfolio wealth divided by compounded INTU 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…
10y analysis · Full analysis span regression · 6 months rolling