+41.5%
DRAM vs ENB
-11.2%
+52.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +4.4% |
| 7D | -18.2% | -5.2% | -13.0% | -21.3% |
| 30D | -34.5% | +2.2% | -36.7% | -33.2% |
| 3M | -23.6% | -8.1% | -15.6% | -26.8% |
| 6M | -19.3% | -11.2% | -8.1% | -24.6% |
| All | +41.5% | -11.2% | +52.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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