+62.5%
DRAM vs EFV
+12.3%
+50.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.5% | -11.4% |
| 7D | -16.6% | +2.9% | -19.5% | -21.7% |
| 30D | -26.9% | +3.6% | -30.4% | -32.6% |
| 3M | -17.8% | -0.1% | -17.7% | -17.4% |
| 6M | +6.2% | +9.6% | -3.4% | -12.9% |
| All | +62.5% | +12.3% | +50.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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