+62.5%
DRAM vs TXT
-1.5%
+64.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -4.9% |
| 7D | -16.6% | +10.6% | -27.3% | -19.6% |
| 30D | -26.9% | +14.4% | -41.2% | -30.8% |
| 3M | -17.8% | -2.7% | -15.1% | -13.5% |
| 6M | +6.2% | -4.7% | +10.9% | +14.4% |
| All | +62.5% | -1.5% | +64.0% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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