-20.0%
DRAM vs IR
+7.2%
-27.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.8% | -15.2% | -16.6% |
| 7D | -28.5% | +2.3% | -30.8% | -28.8% |
| 30D | -37.8% | +3.3% | -41.2% | -38.2% |
| 3M | -31.1% | -9.0% | -22.1% | -27.1% |
| 6M | -20.0% | +8.0% | -28.1% | -23.1% |
| All | -20.0% | +7.2% | -27.2% | -23.1% |
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 · 6 months rolling