+62.5%
DRAM vs SW
+18.1%
+44.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -6.5% |
| 7D | -16.6% | +12.1% | -28.7% | -19.7% |
| 30D | -26.9% | +6.6% | -33.4% | -28.5% |
| 3M | -17.8% | -6.0% | -11.8% | -15.4% |
| 6M | +6.2% | +21.5% | -15.3% | -5.7% |
| All | +62.5% | +18.1% | +44.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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