-14.9%
DRAM vs COF
+6.1%
-21.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | +18.0% | -5.0% | +23.0% | +19.8% |
| 30D | -17.4% | -2.3% | -15.1% | -16.5% |
| 3M | -20.3% | -12.7% | -7.7% | -17.6% |
| 6M | -14.9% | +6.2% | -21.1% | -18.2% |
| All | -14.9% | +6.1% | -21.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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