+62.5%
DRAM vs SARO
-0.3%
+62.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.7% |
| 7D | -16.6% | +15.8% | -32.4% | -19.6% |
| 30D | -26.9% | +22.2% | -49.0% | -30.6% |
| 3M | -17.8% | -16.2% | -1.6% | -10.9% |
| 6M | +6.2% | +4.6% | +1.6% | +6.0% |
| All | +62.5% | -0.3% | +62.8% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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