+57.3%
DRAM vs XBI
+20.4%
+36.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | +1.2% |
| 7D | +18.0% | +1.9% | +16.1% | +15.8% |
| 30D | -17.4% | +3.0% | -20.4% | -18.3% |
| 3M | -20.3% | -5.1% | -15.2% | -16.0% |
| 6M | -14.9% | +12.2% | -27.1% | -27.4% |
| All | +57.3% | +20.4% | +36.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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 · 6 months rolling