+61.6%
DRAM vs SIRI
+42.0%
+19.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.4% |
| 7D | -0.6% | -2.6% | +2.0% | -1.0% |
| 30D | -18.0% | +22.2% | -40.3% | -15.6% |
| 3M | -11.9% | +14.1% | -25.9% | -9.3% |
| 6M | -18.6% | +22.5% | -41.1% | -21.1% |
| All | +61.6% | +42.0% | +19.6% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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