+61.6%
DRAM vs STZ
-2.8%
+64.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.3% | +9.5% |
| 7D | -0.6% | -0.9% | +0.4% | -1.5% |
| 30D | -18.0% | +14.9% | -33.0% | -6.2% |
| 3M | -11.9% | +8.4% | -20.3% | -2.0% |
| 6M | -18.6% | +2.8% | -21.4% | -8.3% |
| All | +61.6% | -2.8% | +64.3% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling