+50.5%
DRAM vs T
-20.5%
+71.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +7.1% |
| 7D | -9.8% | +1.7% | -11.5% | -8.3% |
| 30D | -26.9% | -1.7% | -25.2% | -26.7% |
| 3M | -17.4% | -7.3% | -10.1% | -20.0% |
| 6M | -20.9% | -11.2% | -9.7% | -17.7% |
| All | +50.5% | -20.5% | +71.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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