+111.0%
DRAM vs SNDU
+247.2%
-136.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -2.4% |
| 7D | +4.6% | +16.8% | -12.2% | -1.1% |
| 30D | +15.1% | +64.3% | -49.2% | -5.1% |
| 3M | +2.1% | -36.7% | +38.7% | -2.7% |
| All | +111.0% | +247.2% | -136.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 10y: compounded portfolio wealth divided by compounded SNDU 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…
10y analysis · Full analysis span regression · Available span rolling