+41.5%
DRAM vs ED
+5.2%
+36.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.5% | +0.9% |
| 7D | -18.2% | +1.6% | -19.8% | -14.4% |
| 30D | -34.5% | +13.3% | -47.8% | -12.5% |
| 3M | -23.6% | +9.7% | -33.3% | -6.1% |
| 6M | -19.3% | +12.8% | -32.1% | +11.7% |
| All | +41.5% | +5.2% | +36.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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