+52.7%
DRAM vs SIRI
+40.2%
+12.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.8% |
| 7D | +7.9% | -1.7% | +9.6% | +7.6% |
| 30D | -15.4% | +21.1% | -36.6% | -13.1% |
| 3M | -25.5% | +14.7% | -40.2% | -23.5% |
| 6M | -22.3% | +22.9% | -45.2% | -24.9% |
| All | +52.7% | +40.2% | +12.6% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling