+62.5%
DRAM vs SYF
+13.1%
+49.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | -16.6% | -0.4% | -16.2% | -16.5% |
| 30D | -26.9% | +4.4% | -31.2% | -28.1% |
| 3M | -17.8% | -4.7% | -13.1% | -16.4% |
| 6M | +6.2% | +1.9% | +4.3% | +7.0% |
| All | +62.5% | +13.1% | +49.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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