+52.7%
DRAM vs MA
+36.1%
+16.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -1.2% |
| 7D | +7.9% | +1.3% | +6.6% | +9.6% |
| 30D | -15.4% | +9.6% | -25.0% | -2.9% |
| 3M | -25.5% | +16.8% | -42.3% | -5.3% |
| 6M | -22.3% | +35.2% | -57.5% | +29.6% |
| All | +52.7% | +36.1% | +16.6% | +151.5% |
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