+61.6%
DRAM vs SM
+1.7%
+59.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.6% | +4.8% | +11.2% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -18.0% | -17.3% | -0.7% | -21.6% |
| 3M | -11.9% | -3.6% | -8.3% | -10.5% |
| 6M | -18.6% | +2.9% | -21.5% | -11.7% |
| All | +61.6% | +1.7% | +59.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling