-31.1%
DRAM vs ED
+12.8%
-44.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.9% | -18.9% | -16.5% |
| 7D | -28.5% | +5.2% | -33.6% | -22.5% |
| 30D | -37.8% | +15.5% | -53.3% | -27.2% |
| 3M | -31.1% | +13.0% | -44.2% | -20.8% |
| All | -31.1% | +12.8% | -44.0% | -20.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling