+52.7%
DRAM vs IRE
-88.1%
+140.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.4% | +11.5% | +0.8% |
| 7D | +7.9% | -31.8% | +39.8% | +18.1% |
| 30D | -15.4% | -71.8% | +56.3% | +9.7% |
| 3M | -25.5% | -88.9% | +63.4% | +16.8% |
| 6M | -22.3% | -95.4% | +73.1% | +36.4% |
| All | +52.7% | -88.1% | +140.9% | +139.7% |
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