+50.5%
DRAM vs CME
+2.4%
+48.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +5.7% |
| 7D | -9.8% | -0.6% | -9.2% | -10.4% |
| 30D | -26.9% | +8.5% | -35.5% | -17.4% |
| 3M | -17.4% | +16.0% | -33.5% | +2.7% |
| 6M | -20.9% | +9.3% | -30.2% | +0.5% |
| All | +50.5% | +2.4% | +48.1% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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