+52.7%
DRAM vs TER
-13.9%
+66.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | +1.3% |
| 7D | +7.9% | +14.4% | -6.4% | -3.1% |
| 30D | -15.4% | -30.6% | +15.1% | +11.5% |
| 3M | -25.5% | -39.2% | +13.7% | +7.3% |
| 6M | -22.3% | -31.3% | +9.0% | +7.3% |
| All | +52.7% | -13.9% | +66.6% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling