+46.4%
DRAM vs USAR
-44.1%
+90.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | +2.4% |
| 7D | -14.7% | -9.1% | -5.6% | -10.0% |
| 30D | -28.9% | -36.9% | +8.0% | -10.1% |
| 3M | -18.1% | -58.4% | +40.3% | +27.0% |
| 6M | -23.0% | -70.6% | +47.6% | +37.3% |
| All | +46.4% | -44.1% | +90.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling