+62.5%
DRAM vs DTE
-5.2%
+67.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -2.3% |
| 7D | -16.6% | +4.2% | -20.9% | -12.1% |
| 30D | -26.9% | +10.0% | -36.8% | -17.9% |
| 3M | -17.8% | -2.1% | -15.7% | -20.6% |
| 6M | +6.2% | -4.7% | +10.9% | +3.4% |
| All | +62.5% | -5.2% | +67.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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