-20.0%
DRAM vs U
+74.3%
-94.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +14.9% | -32.9% | -19.5% |
| 7D | -28.5% | +24.3% | -52.8% | -31.5% |
| 30D | -37.8% | +8.6% | -46.4% | -38.0% |
| 3M | -31.1% | +37.6% | -68.7% | -36.7% |
| 6M | -20.0% | +78.5% | -98.5% | -33.7% |
| All | -20.0% | +74.3% | -94.4% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling