+115.0%
DRAM vs SN
+68.2%
+46.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.7% | +7.0% |
| 7D | +6.9% | -9.3% | +16.2% | +10.5% |
| 30D | +11.1% | -4.8% | +15.9% | +12.8% |
| 3M | -9.1% | +40.4% | -49.6% | -22.3% |
| All | +115.0% | +68.2% | +46.8% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling