+57.3%
DRAM vs FE
-6.2%
+63.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +18.0% | -0.3% | +18.3% | +17.4% |
| 30D | -17.4% | +3.9% | -21.3% | -12.5% |
| 3M | -20.3% | -0.1% | -20.2% | -20.5% |
| 6M | -14.9% | +6.1% | -21.0% | -4.5% |
| All | +57.3% | -6.2% | +63.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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