+61.6%
DRAM vs MA
+36.0%
+25.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.7% |
| 7D | -0.6% | -1.8% | +1.2% | -3.5% |
| 30D | -18.0% | +11.0% | -29.1% | -4.1% |
| 3M | -11.9% | +17.9% | -29.7% | +13.5% |
| 6M | -18.6% | +33.2% | -51.7% | +35.2% |
| All | +61.6% | +36.0% | +25.5% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling