+52.7%
DRAM vs EWY
+21.5%
+31.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -0.6% |
| 7D | +7.9% | +4.2% | +3.7% | +2.9% |
| 30D | -15.4% | -10.7% | -4.8% | -1.2% |
| 3M | -25.5% | -20.1% | -5.5% | -0.4% |
| 6M | -22.3% | -24.3% | +2.0% | +14.6% |
| All | +52.7% | +21.5% | +31.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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