+115.0%
DRAM vs COST
-8.9%
+123.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.7% | +4.6% |
| 7D | +6.9% | -3.1% | +10.1% | +0.8% |
| 30D | +11.1% | -2.8% | +13.9% | +6.1% |
| 3M | -9.1% | -5.7% | -3.5% | -13.9% |
| All | +115.0% | -8.9% | +123.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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 · Available span rolling