+50.5%
DRAM vs EXC
-5.3%
+55.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.4% |
| 7D | -9.8% | -1.7% | -8.1% | -11.8% |
| 30D | -26.9% | +9.3% | -36.3% | -14.8% |
| 3M | -17.4% | +1.0% | -18.5% | -16.2% |
| 6M | -20.9% | +5.9% | -26.8% | -12.9% |
| All | +50.5% | -5.3% | +55.8% | +62.1% |
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