+50.5%
DRAM vs EXEL
+64.0%
-13.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.0% |
| 7D | -9.8% | +2.3% | -12.1% | -9.9% |
| 30D | -26.9% | +19.8% | -46.8% | -30.7% |
| 3M | -17.4% | +32.7% | -50.1% | -24.7% |
| 6M | -20.9% | +49.0% | -69.8% | -32.2% |
| All | +50.5% | +64.0% | -13.5% | +23.7% |
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