-20.0%
DRAM vs SN
+85.6%
-105.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -1.0% | -17.0% | -17.9% |
| 7D | -28.5% | +3.8% | -32.3% | -28.7% |
| 30D | -37.8% | +17.5% | -55.4% | -39.0% |
| 3M | -31.1% | +19.2% | -50.4% | -32.1% |
| 6M | -20.0% | +84.9% | -105.0% | -30.5% |
| All | -20.0% | +85.6% | -105.6% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling