+62.5%
DRAM vs SN
+112.7%
-50.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -6.0% |
| 7D | -16.6% | +10.6% | -27.3% | -18.4% |
| 30D | -26.9% | +20.0% | -46.9% | -29.8% |
| 3M | -17.8% | +30.4% | -48.2% | -23.3% |
| 6M | +6.2% | +91.0% | -84.8% | -15.3% |
| All | +62.5% | +112.7% | -50.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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