+62.5%
DRAM vs TE
-35.5%
+98.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.5% | -1.8% | -4.0% |
| 7D | -16.6% | +3.8% | -20.5% | -18.1% |
| 30D | -26.9% | -26.2% | -0.6% | -18.7% |
| 3M | -17.8% | -49.7% | +31.9% | +3.2% |
| 6M | +6.2% | -46.5% | +52.7% | +46.3% |
| All | +62.5% | -35.5% | +98.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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