+41.5%
DRAM vs COO
-11.8%
+53.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +5.2% |
| 7D | -18.2% | +4.7% | -22.9% | -15.9% |
| 30D | -34.5% | +13.9% | -48.4% | -29.8% |
| 3M | -23.6% | -14.9% | -8.7% | -33.4% |
| 6M | -19.3% | +2.0% | -21.3% | -11.9% |
| All | +41.5% | -11.8% | +53.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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