+62.5%
DRAM vs W
+70.0%
-7.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.0% | -16.3% | -8.1% |
| 7D | -16.6% | +8.4% | -25.0% | -18.6% |
| 30D | -26.9% | +16.5% | -43.4% | -30.0% |
| 3M | -17.8% | +6.4% | -24.3% | -19.6% |
| 6M | +6.2% | +90.5% | -84.3% | -15.9% |
| All | +62.5% | +70.0% | -7.5% | +32.0% |
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 · 6 months rolling