+41.5%
DRAM vs XLP
+11.7%
+29.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.4% | +2.8% |
| 7D | -18.2% | +0.7% | -18.9% | -16.3% |
| 30D | -34.5% | +10.3% | -44.8% | -12.4% |
| 3M | -23.6% | +6.5% | -30.2% | -6.6% |
| 6M | -19.3% | +8.4% | -27.7% | +11.8% |
| All | +41.5% | +11.7% | +29.8% | +92.8% |
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