+46.4%
DRAM vs W
+54.8%
-8.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.6% |
| 7D | -14.7% | +1.1% | -15.8% | -14.5% |
| 30D | -28.9% | +6.4% | -35.4% | -29.9% |
| 3M | -18.1% | +9.0% | -27.0% | -20.0% |
| 6M | -23.0% | +69.8% | -92.8% | -36.7% |
| All | +46.4% | +54.8% | -8.4% | +22.8% |
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