+52.7%
DRAM vs NI
+0.1%
+52.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.7% |
| 7D | +7.9% | +4.3% | +3.6% | +9.3% |
| 30D | -15.4% | +12.4% | -27.8% | -11.3% |
| 3M | -25.5% | +10.2% | -35.7% | -22.4% |
| 6M | -22.3% | -0.8% | -21.5% | -20.6% |
| All | +52.7% | +0.1% | +52.6% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling