+57.3%
DRAM vs XME
-10.7%
+67.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | +0.4% |
| 7D | +18.0% | +5.3% | +12.6% | +9.4% |
| 30D | -17.4% | -8.2% | -9.2% | -5.2% |
| 3M | -20.3% | -18.4% | -1.9% | +7.3% |
| 6M | -14.9% | -22.8% | +7.9% | +24.2% |
| All | +57.3% | -10.7% | +67.9% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling