+33.3%
DRAM vs SWKS
+54.6%
-21.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -2.1% | -15.9% | -16.9% |
| 7D | -28.5% | -9.2% | -19.3% | -24.7% |
| 30D | -37.8% | -1.9% | -35.9% | -37.0% |
| 3M | -31.1% | +21.2% | -52.4% | -39.4% |
| 6M | -20.0% | +12.9% | -32.9% | -25.5% |
| All | +33.3% | +54.6% | -21.3% | +12.8% |
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