-19.3%
DRAM vs IWM
-3.6%
-15.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +3.0% |
| 7D | -18.2% | -2.0% | -16.1% | -11.5% |
| 30D | -34.5% | -1.5% | -33.1% | -30.2% |
| 3M | -23.6% | -8.0% | -15.6% | +3.1% |
| 6M | -19.3% | -4.1% | -15.2% | +0.6% |
| All | -19.3% | -3.6% | -15.7% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling