+62.5%
DRAM vs NI
-1.5%
+64.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -4.5% |
| 7D | -16.6% | +3.9% | -20.6% | -15.0% |
| 30D | -26.9% | +15.3% | -42.1% | -22.7% |
| 3M | -17.8% | +2.4% | -20.2% | -16.4% |
| 6M | +6.2% | -4.5% | +10.7% | +7.5% |
| All | +62.5% | -1.5% | +64.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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