+50.5%
DRAM vs QS
-22.9%
+73.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.4% | +2.1% |
| 7D | -9.8% | +13.7% | -23.5% | -16.2% |
| 30D | -26.9% | -0.2% | -26.7% | -26.7% |
| 3M | -17.4% | -24.8% | +7.4% | -1.4% |
| 6M | -20.9% | -39.4% | +18.5% | +12.2% |
| All | +50.5% | -22.9% | +73.4% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling