+57.3%
DRAM vs IRE
-86.1%
+143.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.5% | +10.9% | +0.8% |
| 7D | +18.0% | +11.1% | +6.9% | +12.5% |
| 30D | -17.4% | -75.2% | +57.8% | +9.9% |
| 3M | -20.3% | -86.4% | +66.0% | +18.9% |
| 6M | -14.9% | -94.8% | +79.9% | +44.8% |
| All | +57.3% | -86.1% | +143.4% | +137.8% |
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