+52.7%
DRAM vs SPMO
+18.7%
+34.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | +1.2% |
| 7D | +7.9% | +6.3% | +1.6% | -8.0% |
| 30D | -15.4% | -8.9% | -6.6% | +10.8% |
| 3M | -25.5% | -13.2% | -12.3% | +13.0% |
| 6M | -22.3% | -9.3% | -13.0% | +12.6% |
| All | +52.7% | +18.7% | +34.1% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling