+57.3%
DRAM vs XLP
+13.0%
+44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -3.7% |
| 7D | +18.0% | -0.2% | +18.2% | +17.1% |
| 30D | -17.4% | +8.2% | -25.5% | +4.0% |
| 3M | -20.3% | +7.7% | -28.1% | +0.1% |
| 6M | -14.9% | +9.3% | -24.2% | +20.3% |
| All | +57.3% | +13.0% | +44.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling