+115.0%
DRAM vs EMB
+3.2%
+111.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.5% |
| 7D | +6.9% | 0.0% | +6.9% | +7.0% |
| 30D | +11.1% | -0.3% | +11.4% | +13.1% |
| 3M | -9.1% | -0.4% | -8.7% | -4.7% |
| All | +115.0% | +3.2% | +111.9% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 6mo: compounded portfolio wealth divided by compounded EMB 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…
6mo analysis · Full analysis span regression · Available span rolling