+33.3%
DRAM vs XLP
+13.2%
+20.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.8% | -17.2% | -19.9% |
| 7D | -28.5% | +3.5% | -32.0% | -21.3% |
| 30D | -37.8% | +11.6% | -49.4% | -14.4% |
| 3M | -31.1% | +7.6% | -38.8% | -13.8% |
| 6M | -20.0% | +10.0% | -30.1% | +14.2% |
| All | +33.3% | +13.2% | +20.1% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling