-20.0%
DRAM vs ECL
+19.7%
-39.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.9% | -15.0% | -20.0% |
| 7D | -28.5% | +1.7% | -30.1% | -26.9% |
| 30D | -37.8% | +8.9% | -46.7% | -32.4% |
| 3M | -31.1% | +7.4% | -38.5% | -25.6% |
| 6M | -20.0% | +19.3% | -39.4% | -9.5% |
| All | -20.0% | +19.7% | -39.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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