+12.7%
SPY vs DRAM
+45.5%
-32.8%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.8% | -0.3% |
| 7D | -2.7% | -18.2% | +15.5% | -1.0% |
| 30D | -5.4% | -34.5% | +29.1% | -2.1% |
| 3M | -4.1% | -23.6% | +19.5% | -2.2% |
| 6M | +0.7% | -19.3% | +20.0% | +0.6% |
| All | +12.7% | +45.5% | -32.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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