+41.5%
DRAM vs UL
+21.2%
+20.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +2.6% |
| 7D | -18.2% | +1.1% | -19.3% | -16.2% |
| 30D | -34.5% | +8.2% | -42.8% | -26.3% |
| 3M | -23.6% | +4.5% | -28.2% | -16.7% |
| 6M | -19.3% | +12.6% | -31.8% | +6.5% |
| All | +41.5% | +21.2% | +20.3% | +74.6% |
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