+50.5%
DRAM vs SPY
+17.0%
+33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | -3.0% |
| 7D | -9.8% | +0.1% | -9.9% | -9.2% |
| 30D | -26.9% | -3.3% | -23.6% | -14.2% |
| 3M | -17.4% | -2.4% | -15.0% | -6.7% |
| 6M | -20.9% | +2.6% | -23.4% | -25.0% |
| All | +50.5% | +17.0% | +33.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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