+115.0%
DRAM vs IR
-1.7%
+116.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.0% |
| 7D | +6.9% | -2.8% | +9.7% | +8.4% |
| 30D | +11.1% | -15.1% | +26.2% | +20.3% |
| 3M | -9.1% | +6.1% | -15.2% | -13.0% |
| All | +115.0% | -1.7% | +116.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · Available span rolling