+57.3%
DRAM vs JD
+0.2%
+57.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -3.0% |
| 7D | +18.0% | -4.0% | +22.0% | +16.7% |
| 30D | -17.4% | +2.7% | -20.0% | -16.9% |
| 3M | -20.3% | -13.0% | -7.3% | -21.3% |
| 6M | -14.9% | -12.7% | -2.2% | -11.3% |
| All | +57.3% | +0.2% | +57.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling