+46.4%
DRAM vs REPL
+202.3%
-155.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -2.8% |
| 7D | -14.7% | +12.7% | -27.4% | -14.9% |
| 30D | -28.9% | +73.5% | -102.4% | -29.8% |
| 3M | -18.1% | +70.3% | -88.4% | -19.1% |
| 6M | -23.0% | +472.0% | -495.0% | -23.9% |
| All | +46.4% | +202.3% | -155.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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