+50.5%
DRAM vs COR
+9.4%
+41.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +9.0% |
| 7D | -9.8% | +2.3% | -12.1% | -8.3% |
| 30D | -26.9% | +6.8% | -33.7% | -22.6% |
| 3M | -17.4% | +8.1% | -25.5% | -11.1% |
| 6M | -20.9% | +33.0% | -53.9% | -1.7% |
| All | +50.5% | +9.4% | +41.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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