+62.5%
DRAM vs EQT
-14.9%
+77.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -6.4% |
| 7D | -16.6% | -6.6% | -10.1% | -18.6% |
| 30D | -26.9% | +2.7% | -29.6% | -25.5% |
| 3M | -17.8% | -0.2% | -17.7% | -17.2% |
| 6M | +6.2% | -10.6% | +16.8% | +5.9% |
| All | +62.5% | -14.9% | +77.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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