-18.6%
DRAM vs XLU
-1.5%
-17.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.5% |
| 30D | -18.0% | +5.3% | -23.3% | -14.5% |
| 3M | -11.9% | +1.2% | -13.0% | -11.7% |
| 6M | -18.6% | -1.6% | -17.0% | -20.3% |
| All | -18.6% | -1.5% | -17.1% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling