+57.3%
DRAM vs XLC
-1.8%
+59.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -3.1% |
| 7D | +18.0% | +3.1% | +14.9% | +19.6% |
| 30D | -17.4% | -4.2% | -13.2% | -20.4% |
| 3M | -20.3% | -2.1% | -18.2% | -21.7% |
| 6M | -14.9% | -6.6% | -8.3% | -6.0% |
| All | +57.3% | -1.8% | +59.0% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling