+61.6%
DRAM vs SMR
-47.3%
+108.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | -0.6% | +1.9% | -2.5% | -1.2% |
| 30D | -18.0% | -21.9% | +3.9% | -7.9% |
| 3M | -11.9% | -47.1% | +35.2% | +15.2% |
| 6M | -18.6% | -60.6% | +42.1% | +15.6% |
| All | +61.6% | -47.3% | +108.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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