+62.5%
DRAM vs EXEL
+66.3%
-3.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.5% |
| 7D | -16.6% | +9.8% | -26.4% | -18.9% |
| 30D | -26.9% | +23.6% | -50.5% | -31.7% |
| 3M | -17.8% | +29.9% | -47.7% | -24.5% |
| 6M | +6.2% | +64.7% | -58.5% | -13.2% |
| All | +62.5% | +66.3% | -3.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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