+50.5%
DRAM vs S
+78.5%
-27.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +5.0% |
| 7D | -9.8% | +1.6% | -11.4% | -9.8% |
| 30D | -26.9% | -10.5% | -16.5% | -26.9% |
| 3M | -17.4% | +9.9% | -27.3% | -16.2% |
| 6M | -20.9% | +41.8% | -62.6% | -21.4% |
| All | +50.5% | +78.5% | -27.9% | +43.0% |
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