+115.0%
DRAM vs TRU
+17.8%
+97.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.9% | +12.5% | +1.9% |
| 7D | +6.9% | -6.8% | +13.7% | +1.5% |
| 30D | +11.1% | 0.0% | +11.0% | +11.7% |
| 3M | -9.1% | +13.3% | -22.4% | +3.9% |
| All | +115.0% | +17.8% | +97.2% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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 · Available span rolling