+41.5%
DRAM vs Q
+2.8%
+38.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.2% | -1.1% |
| 7D | -18.2% | +0.3% | -18.4% | -17.5% |
| 30D | -34.5% | -9.8% | -24.7% | -25.5% |
| 3M | -23.6% | -12.2% | -11.4% | -11.2% |
| 6M | -19.3% | -21.6% | +2.3% | +11.0% |
| All | +41.5% | +2.8% | +38.8% | +59.3% |
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