+62.5%
DRAM vs EIX
-12.9%
+75.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -4.9% |
| 7D | -16.6% | +4.5% | -21.2% | -16.1% |
| 30D | -26.9% | +15.2% | -42.1% | -25.5% |
| 3M | -17.8% | -11.6% | -6.2% | -18.7% |
| 6M | +6.2% | -8.4% | +14.6% | +6.6% |
| All | +62.5% | -12.9% | +75.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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