-20.0%
DRAM vs ED
+12.6%
-32.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.9% | -18.9% | -15.7% |
| 7D | -28.5% | +5.2% | -33.6% | -18.9% |
| 30D | -37.8% | +15.5% | -53.3% | -11.5% |
| 3M | -31.1% | +13.0% | -44.2% | -8.2% |
| 6M | -20.0% | +13.1% | -33.2% | +19.0% |
| All | -20.0% | +12.6% | -32.6% | +19.0% |
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