+62.5%
DRAM vs IT
+33.1%
+29.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -4.6% |
| 7D | -16.6% | -5.5% | -11.2% | -18.2% |
| 30D | -26.9% | +10.3% | -37.2% | -22.1% |
| 3M | -17.8% | +11.5% | -29.3% | -10.6% |
| 6M | +6.2% | +40.3% | -34.1% | +48.9% |
| All | +62.5% | +33.1% | +29.4% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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