+57.3%
DRAM vs SNOW
+98.9%
-41.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.5% |
| 7D | +18.0% | +10.8% | +7.1% | +16.0% |
| 30D | -17.4% | -16.5% | -0.9% | -16.0% |
| 3M | -20.3% | -10.1% | -10.2% | -19.2% |
| 6M | -14.9% | +96.5% | -111.4% | -11.7% |
| All | +57.3% | +98.9% | -41.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling