+62.5%
DRAM vs EOG
+3.8%
+58.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -8.5% |
| 7D | -16.6% | -8.6% | -8.0% | -21.3% |
| 30D | -26.9% | +2.8% | -29.6% | -24.5% |
| 3M | -17.8% | +3.2% | -21.0% | -14.2% |
| 6M | +6.2% | +5.3% | +0.9% | +17.8% |
| All | +62.5% | +3.8% | +58.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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