+57.3%
DRAM vs MET
+48.1%
+9.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -3.4% |
| 7D | +18.0% | +2.1% | +15.8% | +19.5% |
| 30D | -17.4% | +1.8% | -19.2% | -16.0% |
| 3M | -20.3% | +6.0% | -26.3% | -15.0% |
| 6M | -14.9% | +31.1% | -46.0% | +6.3% |
| All | +57.3% | +48.1% | +9.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling