+115.0%
DRAM vs EL
+53.1%
+61.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.6% | +6.6% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +11.1% | +19.8% | -8.8% | +11.7% |
| 3M | -9.1% | +25.7% | -34.9% | -7.3% |
| All | +115.0% | +53.1% | +61.9% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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 · Available span rolling