-22.3%
DRAM vs SNDQ
-66.6%
+44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.0% | -13.9% | +0.9% |
| 7D | +7.9% | -18.7% | +26.6% | +3.6% |
| 30D | -15.4% | +69.5% | -84.9% | +14.1% |
| 3M | -25.5% | +54.2% | -79.7% | +5.4% |
| 6M | -22.3% | -69.6% | +47.3% | -6.0% |
| All | -22.3% | -66.6% | +44.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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