+57.3%
DRAM vs URA
-31.2%
+88.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | +1.6% |
| 7D | +18.0% | +4.5% | +13.5% | +12.5% |
| 30D | -17.4% | -13.4% | -3.9% | -2.4% |
| 3M | -20.3% | -28.4% | +8.1% | +13.0% |
| 6M | -14.9% | -40.5% | +25.6% | +37.8% |
| All | +57.3% | -31.2% | +88.4% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling