+57.3%
DRAM vs ENB
-8.9%
+66.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.4% |
| 7D | +18.0% | 0.0% | +18.0% | +17.9% |
| 30D | -17.4% | +1.4% | -18.7% | -16.3% |
| 3M | -20.3% | -5.2% | -15.1% | -22.0% |
| 6M | -14.9% | -9.9% | -5.0% | -19.7% |
| All | +57.3% | -8.9% | +66.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling