+62.5%
DRAM vs URA
-30.4%
+92.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.3% | -4.2% |
| 7D | -16.6% | -10.5% | -6.1% | -6.1% |
| 30D | -26.9% | -18.6% | -8.2% | -9.4% |
| 3M | -17.8% | -23.0% | +5.2% | +5.9% |
| 6M | +6.2% | -40.3% | +46.5% | +70.1% |
| All | +62.5% | -30.4% | +92.9% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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