+41.5%
DRAM vs JD
+6.1%
+35.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.5% | +6.6% |
| 7D | -18.2% | +13.4% | -31.5% | -16.1% |
| 30D | -34.5% | +7.7% | -42.2% | -33.2% |
| 3M | -23.6% | -11.3% | -12.3% | -23.6% |
| 6M | -19.3% | -5.1% | -14.1% | -15.2% |
| All | +41.5% | +6.1% | +35.5% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling