+62.5%
DRAM vs TW
+6.5%
+56.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -4.1% |
| 7D | -16.6% | +6.0% | -22.6% | -10.6% |
| 30D | -26.9% | +18.6% | -45.4% | -10.4% |
| 3M | -17.8% | +26.5% | -44.4% | +9.5% |
| 6M | +6.2% | +13.1% | -6.9% | +41.0% |
| All | +62.5% | +6.5% | +56.0% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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