+52.7%
DRAM vs STZ
-1.8%
+54.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.3% |
| 7D | +7.9% | +2.6% | +5.4% | +10.3% |
| 30D | -15.4% | +15.2% | -30.6% | -2.9% |
| 3M | -25.5% | +7.6% | -33.2% | -17.4% |
| 6M | -22.3% | +5.3% | -27.5% | -11.3% |
| All | +52.7% | -1.8% | +54.5% | +71.8% |
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