+62.5%
DRAM vs XLB
+8.5%
+54.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -7.3% |
| 7D | -16.6% | +3.9% | -20.6% | -19.9% |
| 30D | -26.9% | +8.9% | -35.7% | -33.4% |
| 3M | -17.8% | +4.1% | -21.9% | -21.4% |
| 6M | +6.2% | +7.3% | -1.1% | -1.0% |
| All | +62.5% | +8.5% | +54.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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