+115.0%
DRAM vs INTU
-22.2%
+137.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +10.0% | +4.7% |
| 7D | +6.9% | -7.1% | +14.0% | +2.8% |
| 30D | +11.1% | +1.5% | +9.6% | +12.8% |
| 3M | -9.1% | +10.7% | -19.8% | +1.8% |
| All | +115.0% | -22.2% | +137.2% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling