+41.5%
DRAM vs SM
-2.4%
+43.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.3% |
| 7D | -18.2% | -25.9% | +7.7% | -24.1% |
| 30D | -34.5% | -15.1% | -19.4% | -36.3% |
| 3M | -23.6% | +4.9% | -28.5% | -19.2% |
| 6M | -19.3% | +6.1% | -25.4% | -11.1% |
| All | +41.5% | -2.4% | +43.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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