+46.4%
DRAM vs SAP
+41.3%
+5.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -3.9% |
| 7D | -14.7% | +1.5% | -16.2% | -13.4% |
| 30D | -28.9% | +8.8% | -37.8% | -24.1% |
| 3M | -18.1% | +12.1% | -30.1% | -9.9% |
| 6M | -23.0% | +34.6% | -57.6% | +11.2% |
| All | +46.4% | +41.3% | +5.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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