-14.9%
DRAM vs IEFA
+2.1%
-17.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -0.4% |
| 7D | +18.0% | +1.3% | +16.7% | +13.2% |
| 30D | -17.4% | +0.1% | -17.5% | -16.5% |
| 3M | -20.3% | -4.2% | -16.1% | -4.4% |
| 6M | -14.9% | +1.9% | -16.8% | -17.7% |
| All | -14.9% | +2.1% | -17.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 6mo: compounded portfolio wealth divided by compounded IEFA 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…
6mo analysis · Full analysis span regression · 6 months rolling