+62.5%
DRAM vs U
+96.3%
-33.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -6.6% |
| 7D | -16.6% | +7.5% | -24.1% | -18.4% |
| 30D | -26.9% | -7.0% | -19.8% | -25.5% |
| 3M | -17.8% | +20.6% | -38.4% | -22.4% |
| 6M | +6.2% | +53.2% | -47.0% | -7.8% |
| All | +62.5% | +96.3% | -33.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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