+62.5%
DRAM vs PYPL
+37.5%
+25.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | -4.2% |
| 7D | -16.6% | +6.5% | -23.1% | -14.9% |
| 30D | -26.9% | +10.6% | -37.5% | -24.4% |
| 3M | -17.8% | +3.1% | -20.9% | -16.2% |
| 6M | +6.2% | +20.2% | -13.9% | +15.4% |
| All | +62.5% | +37.5% | +25.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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