+62.5%
DRAM vs CDE
-18.4%
+80.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.7% | -14.0% | -10.3% |
| 7D | -16.6% | +1.1% | -17.8% | -17.4% |
| 30D | -26.9% | -14.5% | -12.4% | -20.1% |
| 3M | -17.8% | -10.1% | -7.8% | -16.2% |
| 6M | +6.2% | -16.9% | +23.1% | +14.4% |
| All | +62.5% | -18.4% | +80.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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