+61.6%
DRAM vs ICE
+15.0%
+46.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +8.0% | +13.4% |
| 7D | -0.6% | +3.2% | -3.8% | +3.2% |
| 30D | -18.0% | +14.7% | -32.8% | -0.3% |
| 3M | -11.9% | +19.8% | -31.7% | +14.5% |
| 6M | -18.6% | +15.2% | -33.8% | +30.9% |
| All | +61.6% | +15.0% | +46.6% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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