+6.2%
DRAM vs SWKS
+21.4%
-15.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.9% |
| 7D | -16.6% | -4.9% | -11.7% | -14.5% |
| 30D | -26.9% | -1.2% | -25.7% | -26.3% |
| 3M | -17.8% | +24.2% | -42.0% | -29.3% |
| 6M | +6.2% | +21.5% | -15.3% | -0.5% |
| All | +6.2% | +21.4% | -15.2% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling