+41.5%
DRAM vs URI
+47.3%
-5.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.0% | +5.6% |
| 7D | -18.2% | -9.8% | -8.4% | -13.9% |
| 30D | -34.5% | +1.7% | -36.3% | -34.0% |
| 3M | -23.6% | -9.1% | -14.6% | -20.1% |
| 6M | -19.3% | +9.9% | -29.1% | -14.9% |
| All | +41.5% | +47.3% | -5.7% | +56.6% |
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