+115.0%
DRAM vs SPMO
+34.1%
+81.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +2.3% |
| 7D | +6.9% | +2.0% | +4.9% | +1.5% |
| 30D | +11.1% | -0.4% | +11.4% | +13.2% |
| 3M | -9.1% | -1.9% | -7.3% | +3.0% |
| All | +115.0% | +34.1% | +81.0% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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 · Available span rolling