+62.5%
DRAM vs SO
-2.9%
+65.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -6.5% |
| 7D | -16.6% | +1.7% | -18.4% | -13.9% |
| 30D | -26.9% | +11.1% | -38.0% | -12.2% |
| 3M | -17.8% | +0.7% | -18.5% | -17.3% |
| 6M | +6.2% | -1.4% | +7.6% | +10.5% |
| All | +62.5% | -2.9% | +65.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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