+46.4%
DRAM vs TPR
-2.3%
+48.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.8% |
| 7D | -14.7% | +12.1% | -26.8% | -13.6% |
| 30D | -28.9% | +16.7% | -45.6% | -28.0% |
| 3M | -18.1% | -17.4% | -0.7% | -12.5% |
| 6M | -23.0% | +2.3% | -25.3% | -26.6% |
| All | +46.4% | -2.3% | +48.7% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling