+115.0%
DRAM vs W
+36.8%
+78.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +5.9% |
| 7D | +6.9% | -4.2% | +11.1% | +8.2% |
| 30D | +11.1% | -7.6% | +18.6% | +13.4% |
| 3M | -9.1% | +37.2% | -46.3% | -21.2% |
| All | +115.0% | +36.8% | +78.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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 · Available span rolling