+46.4%
DRAM vs EWY
+18.4%
+28.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -0.2% |
| 7D | -14.7% | -10.2% | -4.5% | -1.5% |
| 30D | -28.9% | -21.5% | -7.5% | -2.8% |
| 3M | -18.1% | -14.7% | -3.4% | +0.8% |
| 6M | -23.0% | -26.8% | +3.8% | +17.9% |
| All | +46.4% | +18.4% | +28.0% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling