+52.7%
DRAM vs EXE
-15.6%
+68.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.4% |
| 7D | +7.9% | +5.3% | +2.6% | +11.2% |
| 30D | -15.4% | -2.2% | -13.2% | -17.3% |
| 3M | -25.5% | -5.9% | -19.6% | -29.0% |
| 6M | -22.3% | -5.7% | -16.5% | -27.3% |
| All | +52.7% | -15.6% | +68.3% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling