-31.1%
DRAM vs S
+0.5%
-31.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -8.8% | -9.1% | -16.3% |
| 7D | -28.5% | -16.7% | -11.8% | -26.7% |
| 30D | -37.8% | -17.0% | -20.8% | -37.2% |
| 3M | -31.1% | +2.0% | -33.1% | -26.2% |
| All | -31.1% | +0.5% | -31.6% | -26.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling