+57.3%
DRAM vs UL
+21.3%
+36.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.1% |
| 7D | +18.0% | -2.5% | +20.4% | +14.2% |
| 30D | -17.4% | +5.7% | -23.0% | -9.6% |
| 3M | -20.3% | +7.0% | -27.3% | -10.8% |
| 6M | -14.9% | +16.1% | -31.0% | +9.9% |
| All | +57.3% | +21.3% | +36.0% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling