-18.6%
DRAM vs ED
+13.3%
-31.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.2% |
| 7D | -0.6% | -0.9% | +0.3% | -2.0% |
| 30D | -18.0% | +11.2% | -29.2% | +6.9% |
| 3M | -11.9% | +11.8% | -23.7% | +15.6% |
| 6M | -18.6% | +14.1% | -32.7% | +20.4% |
| All | -18.6% | +13.3% | -31.9% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling