+50.5%
DRAM vs O
-1.3%
+51.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +7.8% |
| 7D | -9.8% | +3.3% | -13.1% | -3.9% |
| 30D | -26.9% | +10.3% | -37.3% | -11.8% |
| 3M | -17.4% | -3.5% | -14.0% | -21.5% |
| 6M | -20.9% | -1.3% | -19.6% | -18.0% |
| All | +50.5% | -1.3% | +51.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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