-19.3%
DRAM vs ETR
-1.8%
-17.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +6.2% |
| 7D | -18.2% | +0.4% | -18.6% | -17.8% |
| 30D | -34.5% | +7.5% | -42.1% | -33.2% |
| 3M | -23.6% | +4.4% | -28.1% | -22.5% |
| 6M | -19.3% | -1.5% | -17.7% | -17.0% |
| All | -19.3% | -1.8% | -17.5% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling