+46.4%
DRAM vs SFM
-36.0%
+82.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -3.0% |
| 7D | -14.7% | -6.9% | -7.8% | -15.6% |
| 30D | -28.9% | -25.0% | -4.0% | -31.9% |
| 3M | -18.1% | -42.7% | +24.7% | -26.5% |
| 6M | -23.0% | -41.0% | +18.0% | -29.2% |
| All | +46.4% | -36.0% | +82.4% | +35.2% |
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