+62.5%
DRAM vs SIMO
+65.6%
-3.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | -0.9% |
| 7D | -16.6% | -16.9% | +0.2% | -9.6% |
| 30D | -26.9% | -35.4% | +8.5% | -11.5% |
| 3M | -17.8% | -31.9% | +14.1% | -4.5% |
| 6M | +6.2% | -19.3% | +25.5% | +27.9% |
| All | +62.5% | +65.6% | -3.1% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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