+52.7%
DRAM vs Z
-25.1%
+77.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -2.1% |
| 7D | +7.9% | +0.8% | +7.1% | +8.1% |
| 30D | -15.4% | +5.2% | -20.6% | -12.2% |
| 3M | -25.5% | -17.0% | -8.5% | -29.1% |
| 6M | -22.3% | -22.7% | +0.4% | -17.5% |
| All | +52.7% | -25.1% | +77.8% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling