+50.5%
DRAM vs ALLE
+34.7%
+15.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +6.1% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -26.9% | +26.6% | -53.6% | -28.1% |
| 3M | -17.4% | +13.2% | -30.6% | -16.4% |
| 6M | -20.9% | +42.9% | -63.7% | -26.8% |
| All | +50.5% | +34.7% | +15.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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