+46.4%
DRAM vs EL
+67.3%
-20.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.7% |
| 7D | -14.7% | +7.6% | -22.3% | -14.6% |
| 30D | -28.9% | +15.7% | -44.6% | -28.7% |
| 3M | -18.1% | +30.5% | -48.6% | -17.4% |
| 6M | -23.0% | +32.5% | -55.6% | -19.2% |
| All | +46.4% | +67.3% | -20.9% | +28.8% |
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 · 6 months rolling