+57.3%
DRAM vs U
+132.0%
-74.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | +18.0% | +2.8% | +15.1% | +17.6% |
| 30D | -17.4% | +7.6% | -25.0% | -17.3% |
| 3M | -20.3% | +12.7% | -33.0% | -21.4% |
| 6M | -14.9% | +87.0% | -101.9% | -27.8% |
| All | +57.3% | +132.0% | -74.7% | +30.3% |
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