+16.5%
QQQ vs DRAM
+57.0%
-40.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +3.6% | +7.9% | -4.3% | +1.9% |
| 30D | -6.7% | -15.4% | +8.7% | -4.0% |
| 3M | -7.0% | -25.5% | +18.5% | -2.4% |
| 6M | -4.7% | -22.3% | +17.6% | -2.1% |
| All | +16.5% | +57.0% | -40.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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