-14.9%
DRAM vs SCCO
-3.6%
-11.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | +0.1% |
| 7D | +18.0% | +1.7% | +16.3% | +16.1% |
| 30D | -17.4% | -18.1% | +0.7% | +2.9% |
| 3M | -20.3% | -12.8% | -7.5% | -9.5% |
| 6M | -14.9% | -8.5% | -6.4% | -8.6% |
| All | -14.9% | -3.6% | -11.3% | -8.6% |
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