+41.5%
DRAM vs T
-21.1%
+62.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +5.3% |
| 7D | -18.2% | +1.0% | -19.2% | -17.2% |
| 30D | -34.5% | -10.6% | -23.9% | -39.6% |
| 3M | -23.6% | -7.7% | -15.9% | -26.2% |
| 6M | -19.3% | -13.3% | -6.0% | -17.4% |
| All | +41.5% | -21.1% | +62.6% | +37.7% |
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