-9.1%
DRAM vs SAP
+11.9%
-21.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +5.6% |
| 7D | +6.9% | -2.9% | +9.8% | +3.2% |
| 30D | +11.1% | +9.0% | +2.1% | +24.6% |
| 3M | -9.1% | +14.9% | -24.1% | +4.1% |
| All | -9.1% | +11.9% | -21.0% | +4.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling