+57.3%
DRAM vs TER
-9.0%
+66.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.1% |
| 7D | +18.0% | +24.0% | -6.0% | -0.4% |
| 30D | -17.4% | -30.6% | +13.3% | +9.0% |
| 3M | -20.3% | -34.5% | +14.2% | +8.4% |
| 6M | -14.9% | -26.4% | +11.5% | +12.2% |
| All | +57.3% | -9.0% | +66.3% | +102.8% |
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