-20.0%
DRAM vs MOD
-65.4%
+45.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -7.3% | -10.7% | -12.1% |
| 7D | -28.5% | -34.2% | +5.7% | -1.5% |
| 30D | -37.8% | -51.9% | +14.1% | +12.0% |
| 3M | -31.1% | -53.0% | +21.9% | +24.6% |
| 6M | -20.0% | -66.4% | +46.3% | +108.1% |
| All | -20.0% | -65.4% | +45.3% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 6mo: compounded portfolio wealth divided by compounded MOD 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…
6mo analysis · Full analysis span regression · 6 months rolling