+62.5%
DRAM vs EFA
+11.2%
+51.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -12.7% |
| 7D | -16.6% | +2.0% | -18.6% | -21.8% |
| 30D | -26.9% | +1.6% | -28.5% | -30.6% |
| 3M | -17.8% | -1.5% | -16.3% | -13.7% |
| 6M | +6.2% | +6.6% | -0.4% | -4.1% |
| All | +62.5% | +11.2% | +51.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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