+62.5%
DRAM vs TPR
-9.7%
+72.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.9% | -5.3% |
| 7D | -16.6% | +12.6% | -29.3% | -16.7% |
| 30D | -26.9% | +7.1% | -34.0% | -26.7% |
| 3M | -17.8% | -19.4% | +1.5% | -15.2% |
| 6M | +6.2% | -9.7% | +15.9% | +2.1% |
| All | +62.5% | -9.7% | +72.2% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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