+61.6%
DRAM vs Z
-25.9%
+87.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +10.7% |
| 7D | -0.6% | -13.1% | +12.5% | -4.6% |
| 30D | -18.0% | +5.9% | -23.9% | -14.6% |
| 3M | -11.9% | -13.7% | +1.8% | -14.6% |
| 6M | -18.6% | -27.1% | +8.6% | -14.2% |
| All | +61.6% | -25.9% | +87.5% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling