+50.5%
DRAM vs MA
+35.0%
+15.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.9% |
| 7D | -9.8% | -0.3% | -9.5% | -10.2% |
| 30D | -26.9% | +11.3% | -38.3% | -14.0% |
| 3M | -17.4% | +16.7% | -34.1% | +5.0% |
| 6M | -20.9% | +32.8% | -53.7% | +30.2% |
| All | +50.5% | +35.0% | +15.5% | +145.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling