+62.5%
DRAM vs Q
+4.3%
+58.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.2% |
| 7D | -16.6% | -3.3% | -13.4% | -13.4% |
| 30D | -26.9% | -9.7% | -17.2% | -18.0% |
| 3M | -17.8% | -16.1% | -1.7% | -0.2% |
| 6M | +6.2% | -15.7% | +21.9% | +35.9% |
| All | +62.5% | +4.3% | +58.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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