+62.5%
DRAM vs IRE
-81.1%
+143.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.2% | +17.9% | +0.5% |
| 7D | -16.6% | -46.8% | +30.2% | -4.3% |
| 30D | -26.9% | -75.5% | +48.7% | -1.0% |
| 3M | -17.8% | -79.4% | +61.6% | +12.1% |
| 6M | +6.2% | -91.3% | +97.5% | +63.9% |
| All | +62.5% | -81.1% | +143.6% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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