+46.4%
DRAM vs SYF
+8.6%
+37.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.0% |
| 7D | -14.7% | -4.2% | -10.5% | -13.3% |
| 30D | -28.9% | -1.1% | -27.9% | -28.6% |
| 3M | -18.1% | -7.9% | -10.2% | -15.6% |
| 6M | -23.0% | -1.1% | -21.9% | -22.0% |
| All | +46.4% | +8.6% | +37.8% | +35.5% |
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