+41.5%
DRAM vs TPR
-4.3%
+45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.0% |
| 7D | -18.2% | +14.2% | -32.4% | -17.4% |
| 30D | -34.5% | +17.1% | -51.6% | -33.9% |
| 3M | -23.6% | -17.7% | -5.9% | -19.1% |
| 6M | -19.3% | -10.2% | -9.1% | -18.6% |
| All | +41.5% | -4.3% | +45.9% | +37.8% |
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