+46.4%
DRAM vs EFA
+9.8%
+36.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -1.0% |
| 7D | -14.7% | +1.2% | -15.9% | -17.0% |
| 30D | -28.9% | +0.9% | -29.9% | -30.2% |
| 3M | -18.1% | -3.4% | -14.7% | -7.1% |
| 6M | -23.0% | +2.0% | -25.0% | -23.2% |
| All | +46.4% | +9.8% | +36.6% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling