+46.4%
DRAM vs QSR
+5.0%
+41.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.6% |
| 7D | -14.7% | +4.5% | -19.2% | -11.6% |
| 30D | -28.9% | +9.4% | -38.4% | -23.8% |
| 3M | -18.1% | +7.5% | -25.6% | -12.0% |
| 6M | -23.0% | -0.8% | -22.2% | -16.3% |
| All | +46.4% | +5.0% | +41.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling