+50.5%
DRAM vs COP
+3.9%
+46.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +5.5% |
| 7D | -9.8% | -8.4% | -1.4% | -15.2% |
| 30D | -26.9% | +0.3% | -27.2% | -25.8% |
| 3M | -17.4% | +15.1% | -32.5% | -4.4% |
| 6M | -20.9% | +19.8% | -40.6% | -3.5% |
| All | +50.5% | +3.9% | +46.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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