+62.5%
DRAM vs SRE
-13.5%
+76.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -6.6% |
| 7D | -16.6% | -2.1% | -14.6% | -17.4% |
| 30D | -26.9% | +6.1% | -32.9% | -25.0% |
| 3M | -17.8% | -3.5% | -14.3% | -18.6% |
| 6M | +6.2% | -10.8% | +17.0% | +3.0% |
| All | +62.5% | -13.5% | +76.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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