+57.3%
DRAM vs STLA
-48.1%
+105.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -0.3% |
| 7D | +18.0% | -13.1% | +31.0% | +24.4% |
| 30D | -17.4% | -13.3% | -4.1% | -12.9% |
| 3M | -20.3% | -27.9% | +7.5% | -9.2% |
| 6M | -14.9% | -47.8% | +32.9% | +25.0% |
| All | +57.3% | -48.1% | +105.4% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling