+41.5%
DRAM vs ON
+5.9%
+35.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.8% |
| 7D | -18.2% | -11.7% | -6.5% | -9.1% |
| 30D | -34.5% | -23.3% | -11.3% | -19.4% |
| 3M | -23.6% | -19.2% | -4.4% | -10.6% |
| 6M | -19.3% | -40.1% | +20.9% | +24.1% |
| All | +41.5% | +5.9% | +35.6% | +93.6% |
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