+61.6%
DRAM vs EXE
-16.0%
+77.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +10.8% |
| 7D | -0.6% | +1.5% | -2.1% | -0.1% |
| 30D | -18.0% | -0.2% | -17.8% | -18.4% |
| 3M | -11.9% | -9.2% | -2.6% | -18.2% |
| 6M | -18.6% | -7.2% | -11.3% | -24.6% |
| All | +61.6% | -16.0% | +77.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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