+57.3%
DRAM vs SPGI
+18.0%
+39.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -4.1% |
| 7D | +18.0% | -0.8% | +18.8% | +16.9% |
| 30D | -17.4% | +14.3% | -31.6% | -4.2% |
| 3M | -20.3% | +14.5% | -34.8% | -6.2% |
| 6M | -14.9% | +17.3% | -32.2% | +10.7% |
| All | +57.3% | +18.0% | +39.3% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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