+46.4%
DRAM vs TAP
-5.3%
+51.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.3% |
| 7D | -14.7% | -4.5% | -10.2% | -19.1% |
| 30D | -28.9% | +7.5% | -36.4% | -19.8% |
| 3M | -18.1% | -4.9% | -13.2% | -21.1% |
| 6M | -23.0% | -3.5% | -19.5% | -17.5% |
| All | +46.4% | -5.3% | +51.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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