+52.7%
DRAM vs XBI
+19.9%
+32.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | +7.9% | -1.1% | +9.0% | +9.5% |
| 30D | -15.4% | +2.6% | -18.0% | -15.9% |
| 3M | -25.5% | -4.0% | -21.5% | -22.7% |
| 6M | -22.3% | +10.9% | -33.2% | -32.7% |
| All | +52.7% | +19.9% | +32.8% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling