+62.5%
DRAM vs NRG
-42.3%
+104.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.5% | +8.2% | +1.8% |
| 7D | -16.6% | -13.7% | -2.9% | -10.2% |
| 30D | -26.9% | -13.6% | -13.3% | -21.6% |
| 3M | -17.8% | -28.5% | +10.7% | -2.4% |
| 6M | +6.2% | -45.8% | +52.0% | +42.3% |
| All | +62.5% | -42.3% | +104.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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