+57.3%
DRAM vs CDE
-19.9%
+77.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | +0.1% |
| 7D | +18.0% | -2.3% | +20.2% | +19.3% |
| 30D | -17.4% | -12.1% | -5.3% | -11.4% |
| 3M | -20.3% | -23.9% | +3.6% | -8.1% |
| 6M | -14.9% | -29.0% | +14.1% | -0.9% |
| All | +57.3% | -19.9% | +77.2% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling