+61.6%
DRAM vs COO
-11.0%
+72.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +9.9% |
| 7D | -0.6% | -2.3% | +1.7% | -1.9% |
| 30D | -18.0% | +13.3% | -31.3% | -12.3% |
| 3M | -11.9% | -18.1% | +6.2% | -26.5% |
| 6M | -18.6% | +6.7% | -25.3% | -13.5% |
| All | +61.6% | -11.0% | +72.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling