-31.1%
DRAM vs IWM
-10.2%
-21.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.6% | -13.4% | -7.2% |
| 7D | -28.5% | -4.6% | -23.9% | -18.8% |
| 30D | -37.8% | -3.7% | -34.1% | -29.9% |
| 3M | -31.1% | -9.4% | -21.8% | -12.0% |
| All | -31.1% | -10.2% | -21.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 3mo: compounded portfolio wealth divided by compounded IWM 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…
3mo analysis · Full analysis span regression · Available span rolling