+120.1%
DRAM vs SW
+15.7%
+104.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.9% |
| 7D | +11.0% | -2.6% | +13.5% | +12.2% |
| 30D | +20.8% | -7.5% | +28.2% | +24.6% |
| 3M | +1.0% | +10.3% | -9.3% | -7.3% |
| All | +120.1% | +15.7% | +104.4% | +97.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling