+62.5%
DRAM vs EWT
+40.0%
+22.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -3.1% |
| 7D | -16.6% | -10.9% | -5.8% | +3.1% |
| 30D | -26.9% | -17.7% | -9.1% | +5.5% |
| 3M | -17.8% | -5.0% | -12.8% | -9.8% |
| 6M | +6.2% | +7.4% | -1.2% | +5.0% |
| All | +62.5% | +40.0% | +22.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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