+33.3%
DRAM vs LITE
-28.1%
+61.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -18.7% | +0.7% | -7.2% |
| 7D | -28.5% | -44.6% | +16.1% | -1.1% |
| 30D | -37.8% | -55.0% | +17.2% | -4.0% |
| 3M | -31.1% | -38.3% | +7.2% | -13.6% |
| 6M | -20.0% | -48.8% | +28.7% | +8.3% |
| All | +33.3% | -28.1% | +61.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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