-19.3%
DRAM vs JPM
+8.4%
-27.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.3% |
| 7D | -18.2% | -0.8% | -17.4% | -16.7% |
| 30D | -34.5% | +1.5% | -36.0% | -33.2% |
| 3M | -23.6% | -5.7% | -18.0% | -22.5% |
| 6M | -19.3% | +7.2% | -26.5% | -10.5% |
| All | -19.3% | +8.4% | -27.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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