-20.0%
DRAM vs CSX
+13.7%
-33.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.3% | -15.6% | -17.5% |
| 7D | -28.5% | -2.7% | -25.8% | -28.0% |
| 30D | -37.8% | +7.0% | -44.8% | -38.2% |
| 3M | -31.1% | -0.3% | -30.8% | -28.8% |
| 6M | -20.0% | +13.5% | -33.6% | -27.6% |
| All | -20.0% | +13.7% | -33.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 6mo: compounded portfolio wealth divided by compounded CSX 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…
6mo analysis · Full analysis span regression · 6 months rolling