+57.3%
DRAM vs PSX
+47.4%
+9.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.5% |
| 7D | +18.0% | +6.4% | +11.5% | +18.5% |
| 30D | -17.4% | -10.2% | -7.2% | -20.5% |
| 3M | -20.3% | +17.2% | -37.5% | -15.8% |
| 6M | -14.9% | +51.8% | -66.6% | +4.9% |
| All | +57.3% | +47.4% | +9.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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