+57.3%
DRAM vs ON
+23.3%
+33.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +18.0% | +17.0% | +1.0% | +4.5% |
| 30D | -17.4% | -3.9% | -13.5% | -14.3% |
| 3M | -20.3% | -11.5% | -8.8% | -12.9% |
| 6M | -14.9% | -29.2% | +14.3% | +15.3% |
| All | +57.3% | +23.3% | +33.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling