+120.1%
DRAM vs SEI
+20.0%
+100.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | -9.5% |
| 7D | +11.0% | +28.8% | -17.9% | -9.7% |
| 30D | +20.8% | +10.4% | +10.4% | +10.0% |
| 3M | +1.0% | -11.4% | +12.4% | +14.5% |
| All | +120.1% | +20.0% | +100.1% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 5y: compounded portfolio wealth divided by compounded SEI 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…
5y analysis · Full analysis span regression · Available span rolling