+57.3%
DRAM vs SHAK
-18.1%
+75.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.5% | -2.4% |
| 7D | +18.0% | +4.1% | +13.9% | +17.7% |
| 30D | -17.4% | +2.3% | -19.7% | -17.4% |
| 3M | -20.3% | -0.2% | -20.1% | -19.9% |
| 6M | -14.9% | +10.1% | -25.0% | -14.4% |
| All | +57.3% | -18.1% | +75.3% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling