+41.5%
DRAM vs IRE
-82.6%
+124.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +39.6% | -33.4% | -3.9% |
| 7D | -18.2% | -27.2% | +9.0% | -14.2% |
| 30D | -34.5% | -75.1% | +40.6% | -12.9% |
| 3M | -23.6% | -77.9% | +54.2% | +0.6% |
| 6M | -19.3% | -94.6% | +75.3% | +32.7% |
| All | +41.5% | -82.6% | +124.1% | +103.0% |
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