+33.3%
DRAM vs USB
+17.1%
+16.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.1% | -15.9% | -18.7% |
| 7D | -28.5% | -1.5% | -27.0% | -28.8% |
| 30D | -37.8% | +4.3% | -42.1% | -36.3% |
| 3M | -31.1% | -6.1% | -25.1% | -32.4% |
| 6M | -20.0% | +9.4% | -29.4% | -11.4% |
| All | +33.3% | +17.1% | +16.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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