+41.5%
DRAM vs URA
-31.2%
+72.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +1.3% |
| 7D | -18.2% | -4.1% | -14.0% | -13.5% |
| 30D | -34.5% | -19.0% | -15.5% | -17.2% |
| 3M | -23.6% | -25.1% | +1.5% | +2.6% |
| 6M | -19.3% | -44.5% | +25.2% | +36.1% |
| All | +41.5% | -31.2% | +72.7% | +115.8% |
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