+41.5%
DRAM vs SO
-3.7%
+45.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.2% | +4.3% |
| 7D | -18.2% | -1.5% | -16.7% | -20.1% |
| 30D | -34.5% | +8.1% | -42.6% | -24.7% |
| 3M | -23.6% | +0.2% | -23.8% | -23.5% |
| 6M | -19.3% | +0.4% | -19.7% | -16.9% |
| All | +41.5% | -3.7% | +45.3% | +45.5% |
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