+61.6%
DRAM vs TAP
-6.0%
+67.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +9.5% |
| 7D | -0.6% | -8.0% | +7.4% | -10.2% |
| 30D | -18.0% | +4.1% | -22.1% | -11.4% |
| 3M | -11.9% | -4.4% | -7.5% | -14.1% |
| 6M | -18.6% | -1.9% | -16.6% | -11.8% |
| All | +61.6% | -6.0% | +67.5% | +57.3% |
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