+52.7%
DRAM vs MO
+22.9%
+29.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -1.4% |
| 7D | +7.9% | +3.3% | +4.6% | +13.5% |
| 30D | -15.4% | +7.5% | -23.0% | -3.9% |
| 3M | -25.5% | +22.8% | -48.3% | +6.2% |
| 6M | -22.3% | +13.4% | -35.6% | +2.9% |
| All | +52.7% | +22.9% | +29.9% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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