+62.5%
DRAM vs SPXS
-39.1%
+101.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.4% | -11.8% |
| 7D | -16.6% | +2.2% | -18.8% | -13.7% |
| 30D | -26.9% | +3.8% | -30.6% | -21.7% |
| 3M | -17.8% | +3.3% | -21.1% | -11.5% |
| 6M | +6.2% | -16.7% | +22.9% | -5.5% |
| All | +62.5% | -39.1% | +101.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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