+50.5%
DRAM vs EME
-11.5%
+62.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.3% | -1.0% | -2.0% |
| 7D | -9.8% | -4.4% | -5.4% | -5.1% |
| 30D | -26.9% | -17.3% | -9.7% | -9.3% |
| 3M | -17.4% | -20.0% | +2.6% | +5.9% |
| 6M | -20.9% | -29.1% | +8.2% | +24.1% |
| All | +50.5% | -11.5% | +62.0% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling