+50.5%
DRAM vs SHW
+12.8%
+37.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +6.9% |
| 7D | -9.8% | +1.6% | -11.4% | -9.2% |
| 30D | -26.9% | +12.1% | -39.0% | -25.0% |
| 3M | -17.4% | -3.0% | -14.5% | -16.1% |
| 6M | -20.9% | +13.5% | -34.4% | -17.5% |
| All | +50.5% | +12.8% | +37.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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