+61.6%
DRAM vs ITW
+13.9%
+47.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.4% |
| 7D | -0.6% | -1.6% | +1.0% | -1.0% |
| 30D | -18.0% | +8.9% | -26.9% | -16.0% |
| 3M | -11.9% | -0.9% | -11.0% | -10.6% |
| 6M | -18.6% | +16.0% | -34.5% | -22.8% |
| All | +61.6% | +13.9% | +47.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling