+61.6%
DRAM vs LUNR
-36.9%
+98.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.1% | +7.2% | +9.1% |
| 7D | -0.6% | +22.7% | -23.2% | -8.3% |
| 30D | -18.0% | -5.3% | -12.7% | -17.0% |
| 3M | -11.9% | -26.1% | +14.2% | -3.2% |
| 6M | -18.6% | -62.4% | +43.9% | -0.9% |
| All | +61.6% | -36.9% | +98.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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