+115.0%
DRAM vs IP
+10.3%
+104.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +6.1% |
| 7D | +6.9% | -5.3% | +12.2% | +8.1% |
| 30D | +11.1% | -10.9% | +21.9% | +13.8% |
| 3M | -9.1% | +11.2% | -20.3% | -13.5% |
| All | +115.0% | +10.3% | +104.7% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling