+50.5%
DRAM vs SYY
+11.8%
+38.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.4% | +7.4% |
| 7D | -9.8% | -4.1% | -5.7% | -12.7% |
| 30D | -26.9% | +0.3% | -27.3% | -26.3% |
| 3M | -17.4% | -6.3% | -11.1% | -20.6% |
| 6M | -20.9% | +9.7% | -30.6% | -22.2% |
| All | +50.5% | +11.8% | +38.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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