+62.5%
DRAM vs ES
+3.2%
+59.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -2.8% |
| 7D | -16.6% | +5.3% | -22.0% | -11.1% |
| 30D | -26.9% | +8.9% | -35.8% | -18.5% |
| 3M | -17.8% | -1.9% | -15.9% | -19.1% |
| 6M | +6.2% | +3.9% | +2.3% | +15.5% |
| All | +62.5% | +3.2% | +59.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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