+62.5%
DRAM vs STLA
-37.5%
+100.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -6.6% |
| 7D | -16.6% | -0.6% | -16.0% | -16.6% |
| 30D | -26.9% | +3.6% | -30.4% | -28.2% |
| 3M | -17.8% | -20.6% | +2.8% | -8.4% |
| 6M | +6.2% | -34.3% | +40.5% | +43.1% |
| All | +62.5% | -37.5% | +100.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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