+46.4%
DRAM vs XLU
-3.7%
+50.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.8% |
| 7D | -14.7% | +0.7% | -15.4% | -14.4% |
| 30D | -28.9% | +5.6% | -34.5% | -26.3% |
| 3M | -18.1% | +2.1% | -20.2% | -16.8% |
| 6M | -23.0% | -0.9% | -22.2% | -22.3% |
| All | +46.4% | -3.7% | +50.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 5y: compounded portfolio wealth divided by compounded XLU 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…
5y analysis · Full analysis span regression · 6 months rolling