-19.3%
DRAM vs IYR
+0.4%
-19.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +5.1% |
| 7D | -18.2% | +2.0% | -20.1% | -14.5% |
| 30D | -34.5% | +8.2% | -42.8% | -22.5% |
| 3M | -23.6% | -1.7% | -21.9% | -27.6% |
| 6M | -19.3% | -0.4% | -18.9% | -17.4% |
| All | -19.3% | +0.4% | -19.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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