+50.5%
DRAM vs SFM
-35.1%
+85.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +6.5% |
| 7D | -9.8% | -10.2% | +0.4% | -11.3% |
| 30D | -26.9% | -23.9% | -3.1% | -29.8% |
| 3M | -17.4% | -42.3% | +24.8% | -25.9% |
| 6M | -20.9% | -40.1% | +19.3% | -27.1% |
| All | +50.5% | -35.1% | +85.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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