-24.1%
DRAM vs XLI
-2.0%
-22.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | -3.8% |
| 7D | -9.8% | -0.5% | -9.3% | -7.0% |
| 30D | -26.9% | -0.2% | -26.7% | -25.0% |
| 3M | -17.4% | -8.6% | -8.9% | +9.1% |
| All | -24.1% | -2.0% | -22.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 6mo: compounded portfolio wealth divided by compounded XLI 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…
6mo analysis · Full analysis span regression · 6 months rolling