+52.7%
DRAM vs ED
+7.4%
+45.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | +0.2% |
| 7D | +7.9% | +2.1% | +5.9% | +13.1% |
| 30D | -15.4% | +10.4% | -25.8% | +7.0% |
| 3M | -25.5% | +12.5% | -38.1% | -2.1% |
| 6M | -22.3% | +14.9% | -37.2% | +12.5% |
| All | +52.7% | +7.4% | +45.4% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling