+41.5%
DRAM vs U
+138.0%
-96.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.5% | +0.6% | +5.5% |
| 7D | -18.2% | +36.6% | -54.7% | -23.0% |
| 30D | -34.5% | +13.3% | -47.8% | -35.1% |
| 3M | -23.6% | +26.2% | -49.8% | -26.5% |
| 6M | -19.3% | +88.7% | -108.0% | -31.8% |
| All | +41.5% | +138.0% | -96.5% | +16.9% |
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