+52.7%
DRAM vs CELH
-3.4%
+56.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -2.8% |
| 7D | +7.9% | +0.8% | +7.1% | +8.0% |
| 30D | -15.4% | +19.3% | -34.8% | -13.9% |
| 3M | -25.5% | +12.6% | -38.2% | -24.5% |
| 6M | -22.3% | +16.4% | -38.6% | -19.3% |
| All | +52.7% | -3.4% | +56.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling