+62.5%
DRAM vs URI
+56.8%
+5.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -3.7% |
| 7D | -16.6% | -4.3% | -12.3% | -15.2% |
| 30D | -26.9% | +4.6% | -31.5% | -27.9% |
| 3M | -17.8% | -2.1% | -15.7% | -17.2% |
| 6M | +6.2% | +21.9% | -15.7% | +8.9% |
| All | +62.5% | +56.8% | +5.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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