+41.5%
DRAM vs EXPE
+17.8%
+23.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.0% | +5.2% |
| 7D | -18.2% | -9.3% | -8.8% | -17.8% |
| 30D | -34.5% | +0.1% | -34.7% | -31.5% |
| 3M | -23.6% | -15.3% | -8.3% | -24.0% |
| 6M | -19.3% | +5.5% | -24.8% | -18.2% |
| All | +41.5% | +17.8% | +23.7% | +38.4% |
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