+61.6%
DRAM vs P
+80.5%
-18.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.4% | +5.9% | +7.6% |
| 7D | -0.6% | -4.7% | +4.1% | +3.2% |
| 30D | -18.0% | -31.4% | +13.4% | +1.8% |
| 3M | -11.9% | -2.6% | -9.2% | -11.8% |
| 6M | -18.6% | +21.9% | -40.5% | -34.2% |
| All | +61.6% | +80.5% | -18.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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