+41.5%
DRAM vs EXC
-5.3%
+46.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.1% | +2.9% |
| 7D | -18.2% | -1.2% | -17.0% | -19.2% |
| 30D | -34.5% | +10.0% | -44.5% | -22.9% |
| 3M | -23.6% | +1.6% | -25.2% | -21.5% |
| 6M | -19.3% | +3.3% | -22.5% | -11.8% |
| All | +41.5% | -5.3% | +46.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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