+46.4%
DRAM vs PH
+7.6%
+38.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.5% |
| 7D | -14.7% | +2.1% | -16.8% | -16.1% |
| 30D | -28.9% | +0.3% | -29.2% | -29.1% |
| 3M | -18.1% | -8.8% | -9.3% | -13.2% |
| 6M | -23.0% | +10.0% | -33.1% | -25.3% |
| All | +46.4% | +7.6% | +38.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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