-20.0%
DRAM vs SAP
+42.4%
-62.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +1.5% | -19.4% | -16.6% |
| 7D | -28.5% | +4.0% | -32.5% | -25.4% |
| 30D | -37.8% | +15.7% | -53.5% | -28.5% |
| 3M | -31.1% | +23.4% | -54.5% | -14.8% |
| 6M | -20.0% | +41.3% | -61.3% | +29.5% |
| All | -20.0% | +42.4% | -62.4% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling