+41.5%
DRAM vs SPGI
+17.8%
+23.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +5.1% |
| 7D | -18.2% | +0.3% | -18.4% | -17.8% |
| 30D | -34.5% | +18.4% | -52.9% | -21.0% |
| 3M | -23.6% | +15.7% | -39.3% | -8.9% |
| 6M | -19.3% | +17.3% | -36.6% | +4.3% |
| All | +41.5% | +17.8% | +23.7% | +85.5% |
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