+115.0%
DRAM vs QLD
+50.6%
+64.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.1% |
| 7D | +6.9% | +0.6% | +6.3% | +5.8% |
| 30D | +11.1% | -0.1% | +11.2% | +11.4% |
| 3M | -9.1% | -8.4% | -0.8% | +9.0% |
| All | +115.0% | +50.6% | +64.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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 · Available span rolling