+50.5%
DRAM vs SAP
+43.5%
+7.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +7.6% |
| 7D | -9.8% | +1.6% | -11.4% | -8.3% |
| 30D | -26.9% | +10.5% | -37.5% | -21.0% |
| 3M | -17.4% | +15.2% | -32.6% | -7.3% |
| 6M | -20.9% | +36.7% | -57.6% | +15.7% |
| All | +50.5% | +43.5% | +7.0% | +118.3% |
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