+57.3%
DRAM vs SCCO
+3.3%
+54.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | 0.0% |
| 7D | +18.0% | +1.7% | +16.3% | +16.2% |
| 30D | -17.4% | -18.1% | +0.7% | +1.9% |
| 3M | -20.3% | -12.8% | -7.5% | -9.5% |
| 6M | -14.9% | -8.5% | -6.4% | -7.8% |
| All | +57.3% | +3.3% | +54.0% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling