+52.7%
DRAM vs UPS
+20.9%
+31.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.7% |
| 7D | +7.9% | +3.8% | +4.1% | +6.3% |
| 30D | -15.4% | +17.4% | -32.8% | -20.9% |
| 3M | -25.5% | +8.2% | -33.7% | -27.5% |
| 6M | -22.3% | +17.9% | -40.2% | -25.0% |
| All | +52.7% | +20.9% | +31.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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