-14.7%
DRAM vs SMR
-3.2%
-11.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | N/A |
| 7D | -14.7% | -2.8% | -11.9% | N/A |
| All | -14.7% | -3.2% | -11.5% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling