+41.5%
DRAM vs TER
-24.7%
+66.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.1% |
| 7D | -18.2% | -20.5% | +2.3% | -1.7% |
| 30D | -34.5% | -47.0% | +12.5% | +6.7% |
| 3M | -23.6% | -43.3% | +19.7% | +16.5% |
| 6M | -19.3% | -42.9% | +23.6% | +25.6% |
| All | +41.5% | -24.7% | +66.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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