+50.5%
DRAM vs SNAP
+6.5%
+44.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.9% |
| 7D | -9.8% | -7.3% | -2.5% | -7.2% |
| 30D | -26.9% | -18.9% | -8.0% | -23.6% |
| 3M | -17.4% | -5.3% | -12.2% | -15.8% |
| 6M | -20.9% | -16.9% | -3.9% | -13.1% |
| All | +50.5% | +6.5% | +44.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 5y: compounded portfolio wealth divided by compounded SNAP 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…
5y analysis · Full analysis span regression · 6 months rolling