-18.6%
DRAM vs USAR
-68.5%
+49.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.4% | +6.0% | +7.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.6% |
| 30D | -18.0% | -30.1% | +12.0% | +1.3% |
| 3M | -11.9% | -56.3% | +44.4% | +44.2% |
| 6M | -18.6% | -68.6% | +50.0% | +61.4% |
| All | -18.6% | -68.5% | +49.9% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling