+61.6%
DRAM vs W
+57.5%
+4.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +9.8% |
| 7D | -0.6% | -7.4% | +6.8% | +2.2% |
| 30D | -18.0% | +7.8% | -25.8% | -19.4% |
| 3M | -11.9% | +10.9% | -22.8% | -14.4% |
| 6M | -18.6% | +86.4% | -105.0% | -34.2% |
| All | +61.6% | +57.5% | +4.1% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling