+41.5%
DRAM vs MA
+34.4%
+7.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +5.5% |
| 7D | -18.2% | +2.3% | -20.5% | -15.1% |
| 30D | -34.5% | +14.7% | -49.2% | -19.5% |
| 3M | -23.6% | +13.5% | -37.1% | -6.7% |
| 6M | -19.3% | +33.1% | -52.4% | +31.6% |
| All | +41.5% | +34.4% | +7.2% | +129.3% |
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