+50.5%
DRAM vs TE
-45.9%
+96.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +7.5% |
| 7D | -9.8% | -10.5% | +0.7% | -5.2% |
| 30D | -26.9% | -32.4% | +5.5% | -15.3% |
| 3M | -17.4% | -60.9% | +43.4% | +15.3% |
| 6M | -20.9% | -62.8% | +42.0% | +23.5% |
| All | +50.5% | -45.9% | +96.4% | +120.1% |
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