+46.4%
DRAM vs SHOP
+28.2%
+18.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.8% |
| 7D | -14.7% | +2.8% | -17.5% | -14.3% |
| 30D | -28.9% | -14.2% | -14.8% | -29.3% |
| 3M | -18.1% | -5.5% | -12.5% | -17.6% |
| 6M | -23.0% | +32.8% | -55.8% | -18.3% |
| All | +46.4% | +28.2% | +18.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 3y: compounded portfolio wealth divided by compounded SHOP 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…
3y analysis · Full analysis span regression · 6 months rolling