+52.7%
DRAM vs SHAK
-15.5%
+68.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -3.1% |
| 7D | +7.9% | +4.3% | +3.6% | +7.5% |
| 30D | -15.4% | +9.0% | -24.5% | -15.9% |
| 3M | -25.5% | +1.8% | -27.3% | -25.3% |
| 6M | -22.3% | +17.3% | -39.6% | -22.5% |
| All | +52.7% | -15.5% | +68.2% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling