+41.5%
DRAM vs IP
+2.3%
+39.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +6.0% |
| 7D | -18.2% | -5.1% | -13.1% | -17.1% |
| 30D | -34.5% | +8.5% | -43.0% | -35.7% |
| 3M | -23.6% | -13.8% | -9.8% | -21.1% |
| 6M | -19.3% | +5.7% | -25.0% | -22.8% |
| All | +41.5% | +2.3% | +39.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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