+52.7%
DRAM vs TAP
-3.3%
+56.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | +1.1% |
| 7D | +7.9% | +1.3% | +6.7% | +9.9% |
| 30D | -15.4% | +5.7% | -21.2% | -6.9% |
| 3M | -25.5% | -1.9% | -23.6% | -25.2% |
| 6M | -22.3% | +0.9% | -23.2% | -12.7% |
| All | +52.7% | -3.3% | +56.0% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling