+62.5%
DRAM vs Z
-14.8%
+77.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.4% | -14.7% | -1.5% |
| 7D | -16.6% | +10.2% | -26.8% | -12.9% |
| 30D | -26.9% | +23.7% | -50.5% | -19.9% |
| 3M | -17.8% | -6.6% | -11.3% | -19.5% |
| 6M | +6.2% | -23.0% | +29.2% | +15.8% |
| All | +62.5% | -14.8% | +77.3% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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