+61.6%
DRAM vs ON
+23.2%
+38.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.6% | +5.9% |
| 7D | -0.6% | +3.3% | -3.9% | -2.2% |
| 30D | -18.0% | -3.1% | -14.9% | -15.5% |
| 3M | -11.9% | -9.2% | -2.6% | -5.5% |
| 6M | -18.6% | -31.4% | +12.8% | +11.9% |
| All | +61.6% | +23.2% | +38.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling