+52.7%
DRAM vs XHB
+5.6%
+47.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.4% |
| 7D | +7.9% | -0.2% | +8.1% | +8.2% |
| 30D | -15.4% | +9.9% | -25.4% | -21.7% |
| 3M | -25.5% | -6.3% | -19.2% | -20.4% |
| 6M | -22.3% | +3.8% | -26.1% | -23.4% |
| All | +52.7% | +5.6% | +47.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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