-22.3%
DRAM vs EOSE
-80.8%
+58.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.4% | -5.3% |
| 7D | +7.9% | +9.8% | -1.9% | +3.2% |
| 30D | -15.4% | -2.1% | -13.4% | -16.4% |
| 3M | -25.5% | -54.1% | +28.6% | +3.0% |
| 6M | -22.3% | -76.9% | +54.7% | +56.0% |
| All | -22.3% | -80.8% | +58.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 6mo: compounded portfolio wealth divided by compounded EOSE 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…
6mo analysis · Full analysis span regression · 6 months rolling