+46.4%
DRAM vs P
+72.8%
-26.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -14.7% | -13.3% | -1.4% | -6.4% |
| 30D | -28.9% | -34.0% | +5.1% | -9.7% |
| 3M | -18.1% | +4.1% | -22.1% | -22.4% |
| 6M | -23.0% | +30.5% | -53.5% | -38.3% |
| All | +46.4% | +72.8% | -26.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling