-20.3%
DRAM vs SNDU
-65.7%
+45.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.7% | +0.2% |
| 7D | +18.0% | +30.7% | -12.8% | +7.1% |
| 30D | -17.4% | -67.1% | +49.7% | +8.9% |
| 3M | -20.3% | -65.1% | +44.8% | -0.4% |
| All | -20.3% | -65.7% | +45.3% | -0.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling