+33.3%
DRAM vs LIN
+4.9%
+28.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.7% | -17.3% | -18.3% |
| 7D | -28.5% | +3.6% | -32.1% | -26.9% |
| 30D | -37.8% | +6.4% | -44.2% | -35.6% |
| 3M | -31.1% | +6.5% | -37.6% | -28.3% |
| 6M | -20.0% | +4.9% | -24.9% | -17.9% |
| All | +33.3% | +4.9% | +28.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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