+50.5%
DRAM vs SN
+122.6%
-72.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.7% |
| 7D | -9.8% | +7.6% | -17.4% | -11.1% |
| 30D | -26.9% | +24.1% | -51.0% | -30.4% |
| 3M | -17.4% | +23.7% | -41.1% | -20.7% |
| 6M | -20.9% | +105.5% | -126.4% | -38.7% |
| All | +50.5% | +122.6% | -72.1% | +10.8% |
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