+41.5%
DRAM vs SWKS
+56.5%
-14.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.5% |
| 7D | -18.2% | -6.2% | -12.0% | -15.3% |
| 30D | -34.5% | -1.5% | -33.0% | -33.8% |
| 3M | -23.6% | +23.0% | -46.6% | -33.3% |
| 6M | -19.3% | +27.6% | -46.9% | -26.3% |
| All | +41.5% | +56.5% | -14.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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