+62.5%
DRAM vs SCCO
+8.6%
+53.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -7.2% |
| 7D | -16.6% | -7.9% | -8.8% | -9.7% |
| 30D | -26.9% | -13.0% | -13.9% | -16.3% |
| 3M | -17.8% | -6.9% | -10.9% | -14.1% |
| 6M | +6.2% | +11.0% | -4.7% | -3.0% |
| All | +62.5% | +8.6% | +53.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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