-19.3%
DRAM vs O
-4.6%
-14.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +4.6% |
| 7D | -18.2% | +3.7% | -21.9% | -11.4% |
| 30D | -34.5% | +11.2% | -45.7% | -18.0% |
| 3M | -23.6% | -4.0% | -19.6% | -29.2% |
| 6M | -19.3% | -5.2% | -14.1% | -16.0% |
| All | -19.3% | -4.6% | -14.7% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling