-31.1%
DRAM vs T
-2.6%
-28.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | 0.0% | -17.9% | -18.0% |
| 7D | -28.5% | +4.3% | -32.8% | -26.0% |
| 30D | -37.8% | -9.7% | -28.1% | -39.6% |
| 3M | -31.1% | -4.3% | -26.8% | -22.1% |
| All | -31.1% | -2.6% | -28.5% | -22.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling