-19.3%
DRAM vs EXEL
+45.9%
-65.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.7% |
| 7D | -18.2% | +0.3% | -18.4% | -17.3% |
| 30D | -34.5% | +19.0% | -53.6% | -37.0% |
| 3M | -23.6% | +33.3% | -56.9% | -29.8% |
| 6M | -19.3% | +42.9% | -62.1% | -29.0% |
| All | -19.3% | +45.9% | -65.2% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling