+62.5%
DRAM vs QS
-25.3%
+87.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.8% | -9.6% |
| 7D | -16.6% | +4.5% | -21.1% | -19.0% |
| 30D | -26.9% | -4.1% | -22.7% | -25.4% |
| 3M | -17.8% | -22.1% | +4.3% | -5.4% |
| 6M | +6.2% | -38.4% | +44.6% | +51.5% |
| All | +62.5% | -25.3% | +87.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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