+41.5%
DRAM vs XLC
-4.3%
+45.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.7% | +6.4% |
| 7D | -18.2% | +4.9% | -23.1% | -15.7% |
| 30D | -34.5% | -5.8% | -28.7% | -37.1% |
| 3M | -23.6% | -5.4% | -18.2% | -26.3% |
| 6M | -19.3% | -10.2% | -9.1% | -10.8% |
| All | +41.5% | -4.3% | +45.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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