+62.5%
DRAM vs EME
-13.3%
+75.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | +5.2% |
| 7D | -16.6% | -5.8% | -10.9% | -11.7% |
| 30D | -26.9% | -17.9% | -8.9% | -10.3% |
| 3M | -17.8% | -22.0% | +4.2% | +7.4% |
| 6M | +6.2% | -29.7% | +35.9% | +68.3% |
| All | +62.5% | -13.3% | +75.8% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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