+41.5%
DRAM vs PM
+27.9%
+13.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +4.5% |
| 7D | -18.2% | -5.2% | -12.9% | -22.5% |
| 30D | -34.5% | +2.7% | -37.2% | -31.5% |
| 3M | -23.6% | +6.1% | -29.7% | -16.2% |
| 6M | -19.3% | +18.0% | -37.3% | -6.9% |
| All | +41.5% | +27.9% | +13.6% | +59.5% |
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