+62.5%
DRAM vs USAR
-42.2%
+104.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.5% | -2.3% |
| 7D | -16.6% | -21.8% | +5.1% | -5.6% |
| 30D | -26.9% | -39.9% | +13.1% | -5.5% |
| 3M | -17.8% | -52.5% | +34.7% | +17.0% |
| 6M | +6.2% | -67.9% | +74.2% | +84.4% |
| All | +62.5% | -42.2% | +104.7% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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