+62.5%
DRAM vs STRL
-29.5%
+92.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -21.5% | +16.1% | +4.4% |
| 7D | -16.6% | -27.1% | +10.4% | -4.9% |
| 30D | -26.9% | -45.8% | +18.9% | -4.9% |
| 3M | -17.8% | -47.6% | +29.8% | +8.4% |
| 6M | +6.2% | -46.4% | +52.6% | +54.1% |
| All | +62.5% | -29.5% | +92.0% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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