-18.6%
DRAM vs SCCO
-4.4%
-14.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.0% | +9.0% |
| 7D | -0.6% | -2.4% | +1.8% | +3.1% |
| 30D | -18.0% | -16.5% | -1.6% | -0.7% |
| 3M | -11.9% | -10.4% | -1.5% | -3.1% |
| 6M | -18.6% | -2.8% | -15.8% | -19.0% |
| All | -18.6% | -4.4% | -14.2% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling