+41.5%
DRAM vs COP
+5.3%
+36.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.5% |
| 7D | -18.2% | -11.5% | -6.6% | -25.3% |
| 30D | -34.5% | +5.0% | -39.5% | -31.2% |
| 3M | -23.6% | +17.5% | -41.1% | -10.2% |
| 6M | -19.3% | +16.2% | -35.5% | -2.7% |
| All | +41.5% | +5.3% | +36.3% | +62.2% |
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