+46.4%
DRAM vs PM
+25.5%
+20.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.2% |
| 7D | -14.7% | -6.6% | -8.1% | -20.1% |
| 30D | -28.9% | -3.4% | -25.5% | -30.4% |
| 3M | -18.1% | +5.3% | -23.4% | -10.5% |
| 6M | -23.0% | +15.5% | -38.6% | -12.5% |
| All | +46.4% | +25.5% | +20.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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