+57.3%
DRAM vs S
+69.1%
-11.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.5% |
| 7D | +18.0% | +4.1% | +13.9% | +17.3% |
| 30D | -17.4% | -7.2% | -10.2% | -16.4% |
| 3M | -20.3% | 0.0% | -20.3% | -18.1% |
| 6M | -14.9% | +41.6% | -56.5% | -16.0% |
| All | +57.3% | +69.1% | -11.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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