+62.5%
DRAM vs S
+78.2%
-15.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -7.0% | -5.4% |
| 7D | -16.6% | -8.2% | -8.4% | -16.1% |
| 30D | -26.9% | -7.6% | -19.2% | -26.8% |
| 3M | -17.8% | +12.0% | -29.8% | -16.8% |
| 6M | +6.2% | +50.6% | -44.4% | +4.3% |
| All | +62.5% | +78.2% | -15.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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