+61.6%
DRAM vs ETR
-0.2%
+61.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -18.0% | +7.7% | -25.7% | -16.5% |
| 3M | -11.9% | +5.7% | -17.6% | -10.5% |
| 6M | -18.6% | -0.3% | -18.3% | -15.9% |
| All | +61.6% | -0.2% | +61.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling