+61.6%
DRAM vs EXPE
+18.1%
+43.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +8.0% | +10.8% |
| 7D | -0.6% | -17.8% | +17.2% | -4.6% |
| 30D | -18.0% | -3.2% | -14.8% | -15.4% |
| 3M | -11.9% | -19.0% | +7.1% | -13.8% |
| 6M | -18.6% | +17.7% | -36.3% | -15.0% |
| All | +61.6% | +18.1% | +43.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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