+50.5%
DRAM vs PSX
+41.8%
+8.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +6.7% |
| 7D | -9.8% | -8.0% | -1.8% | -11.8% |
| 30D | -26.9% | -9.0% | -17.9% | -28.5% |
| 3M | -17.4% | +24.7% | -42.2% | -9.1% |
| 6M | -20.9% | +49.3% | -70.2% | -2.9% |
| All | +50.5% | +41.8% | +8.7% | +83.4% |
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