+62.5%
DRAM vs ESI
+1.3%
+61.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.7% | +0.4% |
| 7D | -16.6% | -6.6% | -10.1% | -9.2% |
| 30D | -26.9% | -10.9% | -15.9% | -15.7% |
| 3M | -17.8% | -13.8% | -4.0% | -1.0% |
| 6M | +6.2% | -21.5% | +27.8% | +51.6% |
| All | +62.5% | +1.3% | +61.2% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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