+62.5%
DRAM vs ZYBT
+61.2%
+1.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.3% |
| 7D | -16.6% | -3.5% | -13.1% | -16.6% |
| 30D | -26.9% | +15.1% | -42.0% | -26.8% |
| 3M | -17.8% | +7.0% | -24.8% | -17.8% |
| 6M | +6.2% | +37.7% | -31.5% | +4.9% |
| All | +62.5% | +61.2% | +1.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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