+41.5%
DRAM vs STRL
-37.2%
+78.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.5% |
| 7D | -18.2% | -26.9% | +8.7% | -6.0% |
| 30D | -34.5% | -52.7% | +18.1% | -8.3% |
| 3M | -23.6% | -52.8% | +29.2% | +6.7% |
| 6M | -19.3% | -71.5% | +52.2% | +37.3% |
| All | +41.5% | -37.2% | +78.7% | +98.9% |
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