+115.0%
DRAM vs NEM
+17.7%
+97.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +8.0% |
| 7D | +6.9% | +0.3% | +6.6% | +6.4% |
| 30D | +11.1% | +23.1% | -12.0% | -8.1% |
| 3M | -9.1% | +18.5% | -27.6% | -22.7% |
| All | +115.0% | +17.7% | +97.3% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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 · Available span rolling