+46.4%
DRAM vs SAN
+16.4%
+30.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.3% |
| 7D | -14.7% | +10.8% | -25.5% | -21.3% |
| 30D | -28.9% | -5.7% | -23.2% | -24.5% |
| 3M | -18.1% | -13.4% | -4.6% | -5.6% |
| 6M | -23.0% | +3.5% | -26.6% | -27.9% |
| All | +46.4% | +16.4% | +30.0% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling