+52.7%
DRAM vs TPR
-4.6%
+57.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +7.9% | -0.3% | +8.2% | +7.9% |
| 30D | -15.4% | +15.1% | -30.5% | -14.7% |
| 3M | -25.5% | +3.5% | -29.0% | -24.2% |
| 6M | -22.3% | +0.4% | -22.7% | -26.5% |
| All | +52.7% | -4.6% | +57.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling