+62.5%
DRAM vs ON
+19.2%
+43.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -3.9% |
| 7D | -16.6% | -5.8% | -10.8% | -12.7% |
| 30D | -26.9% | -17.1% | -9.8% | -16.2% |
| 3M | -17.8% | -11.8% | -6.0% | -10.9% |
| 6M | +6.2% | -30.2% | +36.4% | +47.1% |
| All | +62.5% | +19.2% | +43.3% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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