+50.5%
DRAM vs LQD
-1.1%
+51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +5.9% |
| 7D | -9.8% | +0.9% | -10.7% | -12.9% |
| 30D | -26.9% | +2.2% | -29.2% | -34.0% |
| 3M | -17.4% | -0.9% | -16.5% | -10.7% |
| 6M | -20.9% | -2.2% | -18.7% | -3.0% |
| All | +50.5% | -1.1% | +51.6% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling