+57.3%
DRAM vs GE
+16.5%
+40.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -0.4% |
| 7D | +18.0% | +5.1% | +12.8% | +14.6% |
| 30D | -17.4% | +7.6% | -24.9% | -20.2% |
| 3M | -20.3% | -9.3% | -11.0% | -15.5% |
| 6M | -14.9% | +11.5% | -26.4% | -18.3% |
| All | +57.3% | +16.5% | +40.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 all: compounded portfolio wealth divided by compounded GE 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…
all analysis · Full analysis span regression · 6 months rolling