+120.1%
DRAM vs ONON
-19.7%
+139.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +2.4% |
| 7D | +11.0% | -1.7% | +12.6% | +11.0% |
| 30D | +20.8% | -27.4% | +48.1% | +21.1% |
| 3M | +1.0% | -26.5% | +27.5% | +1.2% |
| All | +120.1% | -19.7% | +139.8% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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 · Available span rolling