+57.3%
DRAM vs QS
-34.6%
+91.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.2% | +2.0% |
| 7D | +18.0% | -5.6% | +23.6% | +21.3% |
| 30D | -17.4% | -5.8% | -11.5% | -15.0% |
| 3M | -20.3% | -39.2% | +18.9% | +7.7% |
| 6M | -14.9% | -53.9% | +39.0% | +38.2% |
| All | +57.3% | -34.6% | +91.8% | +135.0% |
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