+50.5%
DRAM vs XRT
+16.9%
+33.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +6.3% |
| 7D | -9.8% | +2.5% | -12.3% | -9.1% |
| 30D | -26.9% | +10.3% | -37.3% | -26.3% |
| 3M | -17.4% | +2.4% | -19.8% | -15.6% |
| 6M | -20.9% | +10.0% | -30.9% | -24.7% |
| All | +50.5% | +16.9% | +33.6% | +34.7% |
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