+41.5%
DRAM vs LLY
+43.7%
-2.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +5.9% |
| 7D | -18.2% | -4.5% | -13.7% | -19.8% |
| 30D | -34.5% | +13.9% | -48.4% | -30.0% |
| 3M | -23.6% | +13.8% | -37.4% | -17.9% |
| 6M | -19.3% | +37.6% | -56.9% | -13.1% |
| All | +41.5% | +43.7% | -2.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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