+50.5%
DRAM vs STLA
-40.6%
+91.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.4% |
| 7D | -9.8% | -6.4% | -3.4% | -7.3% |
| 30D | -26.9% | -1.3% | -25.6% | -26.6% |
| 3M | -17.4% | -19.9% | +2.5% | -9.1% |
| 6M | -20.9% | -42.9% | +22.0% | +12.9% |
| All | +50.5% | -40.6% | +91.1% | +110.5% |
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