+62.5%
DRAM vs STZ
-1.8%
+64.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -0.5% |
| 7D | -16.6% | +13.0% | -29.6% | -6.3% |
| 30D | -26.9% | +29.4% | -56.3% | -7.7% |
| 3M | -17.8% | +11.6% | -29.4% | -6.2% |
| 6M | +6.2% | -0.2% | +6.4% | +19.8% |
| All | +62.5% | -1.8% | +64.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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