+121.8%
DRAM vs SPXS
-38.3%
+160.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +2.8% |
| 7D | +9.6% | +1.2% | +8.3% | +11.1% |
| 30D | +24.2% | +5.2% | +19.0% | +33.7% |
| 3M | +2.9% | -9.2% | +12.0% | -6.2% |
| All | +121.8% | -38.3% | +160.1% | +46.0% |
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 · Available span rolling