+61.6%
DRAM vs EME
-9.6%
+71.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.3% | +7.1% | +6.5% |
| 7D | -0.6% | +4.3% | -4.9% | -4.1% |
| 30D | -18.0% | -14.4% | -3.7% | -2.0% |
| 3M | -11.9% | -18.3% | +6.5% | +10.5% |
| 6M | -18.6% | -28.3% | +9.8% | +25.9% |
| All | +61.6% | -9.6% | +71.2% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling