+62.5%
DRAM vs LQD
-1.7%
+64.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -7.9% |
| 7D | -16.6% | +0.4% | -17.1% | -17.9% |
| 30D | -26.9% | +2.6% | -29.5% | -35.5% |
| 3M | -17.8% | -1.7% | -16.1% | -6.9% |
| 6M | +6.2% | -1.9% | +8.1% | +29.0% |
| All | +62.5% | -1.7% | +64.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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