+57.3%
DRAM vs ONON
-2.7%
+59.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.1% | -2.7% |
| 7D | +18.0% | -11.9% | +29.9% | +17.6% |
| 30D | -17.4% | -6.8% | -10.6% | -16.8% |
| 3M | -20.3% | +6.6% | -27.0% | -19.8% |
| 6M | -14.9% | -2.2% | -12.6% | -19.4% |
| All | +57.3% | -2.7% | +59.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling