+115.0%
DRAM vs SHAK
-21.8%
+136.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +11.1% | -6.6% | +17.7% | +11.7% |
| 3M | -9.1% | +30.1% | -39.2% | -12.0% |
| All | +115.0% | -21.8% | +136.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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 · Available span rolling