+62.5%
DRAM vs PATH
+23.3%
+39.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -4.9% |
| 7D | -16.6% | -4.8% | -11.9% | -17.2% |
| 30D | -26.9% | +2.7% | -29.5% | -26.4% |
| 3M | -17.8% | -4.2% | -13.6% | -17.7% |
| 6M | +6.2% | +24.7% | -18.5% | +20.1% |
| All | +62.5% | +23.3% | +39.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 3y: compounded portfolio wealth divided by compounded PATH 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…
3y analysis · Full analysis span regression · 6 months rolling