+52.7%
DRAM vs VIAV
-8.5%
+61.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | +0.8% |
| 7D | +7.9% | +7.9% | 0.0% | +2.5% |
| 30D | -15.4% | -20.3% | +4.9% | -2.7% |
| 3M | -25.5% | -28.5% | +3.0% | -9.4% |
| 6M | -22.3% | -42.7% | +20.5% | +4.6% |
| All | +52.7% | -8.5% | +61.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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