+62.5%
DRAM vs STT
+38.5%
+24.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -7.7% |
| 7D | -16.6% | -0.1% | -16.6% | -16.5% |
| 30D | -26.9% | -1.7% | -25.2% | -25.5% |
| 3M | -17.8% | -6.4% | -11.4% | -12.2% |
| 6M | +6.2% | +17.7% | -11.5% | -4.7% |
| All | +62.5% | +38.5% | +24.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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