+115.0%
DRAM vs ALLE
+10.7%
+104.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.3% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +11.1% | -6.8% | +17.9% | +13.1% |
| 3M | -9.1% | +21.0% | -30.2% | -17.2% |
| All | +115.0% | +10.7% | +104.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling