+6.2%
DRAM vs XLP
+11.5%
-5.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | +5.2% |
| 7D | -16.6% | +5.9% | -22.5% | +0.8% |
| 30D | -26.9% | +13.5% | -40.3% | +13.8% |
| 3M | -17.8% | +8.4% | -26.2% | +9.1% |
| 6M | +6.2% | +11.5% | -5.3% | +76.2% |
| All | +6.2% | +11.5% | -5.3% | +76.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling