+62.5%
DRAM vs UL
+22.9%
+39.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | -0.9% |
| 7D | -16.6% | +4.7% | -21.3% | -10.9% |
| 30D | -26.9% | +11.6% | -38.4% | -14.8% |
| 3M | -17.8% | +5.3% | -23.1% | -9.9% |
| 6M | +6.2% | +16.0% | -9.8% | +40.6% |
| All | +62.5% | +22.9% | +39.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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