+46.4%
DRAM vs XRT
+16.5%
+29.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | -14.7% | +4.1% | -18.8% | -13.8% |
| 30D | -28.9% | +9.9% | -38.9% | -28.3% |
| 3M | -18.1% | +2.3% | -20.3% | -16.3% |
| 6M | -23.0% | +9.6% | -32.6% | -26.7% |
| All | +46.4% | +16.5% | +29.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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