-23.6%
DRAM vs CORZ
-44.7%
+21.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.8% | +4.1% |
| 7D | -18.2% | -11.2% | -6.9% | -12.1% |
| 30D | -34.5% | -26.2% | -8.3% | -22.5% |
| 3M | -23.6% | -44.1% | +20.5% | +3.3% |
| All | -23.6% | -44.7% | +21.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3mo: compounded portfolio wealth divided by compounded CORZ 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…
3mo analysis · Full analysis span regression · Available span rolling