+62.5%
DRAM vs SAN
+11.8%
+50.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.4% | -11.7% | -10.0% |
| 7D | -16.6% | +4.5% | -21.2% | -19.6% |
| 30D | -26.9% | -12.1% | -14.8% | -17.6% |
| 3M | -17.8% | -15.6% | -2.3% | -4.2% |
| 6M | +6.2% | +5.8% | +0.4% | -2.3% |
| All | +62.5% | +11.8% | +50.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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