-20.0%
DRAM vs STLA
-37.8%
+17.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.5% | -13.4% | -16.1% |
| 7D | -28.5% | -5.5% | -23.0% | -26.7% |
| 30D | -37.8% | -3.7% | -34.1% | -36.8% |
| 3M | -31.1% | -21.1% | -10.0% | -22.9% |
| 6M | -20.0% | -38.3% | +18.3% | +17.1% |
| All | -20.0% | -37.8% | +17.8% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling