+46.4%
DRAM vs EXPE
+15.4%
+31.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -3.1% |
| 7D | -14.7% | -11.2% | -3.5% | -14.7% |
| 30D | -28.9% | -7.5% | -21.5% | -27.5% |
| 3M | -18.1% | -19.1% | +1.0% | -19.5% |
| 6M | -23.0% | +10.7% | -33.8% | -20.6% |
| All | +46.4% | +15.4% | +31.0% | +42.5% |
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