+62.5%
DRAM vs VIVK
-99.9%
+162.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -27.5% | +22.1% | -4.4% |
| 7D | -16.6% | -68.7% | +52.0% | -14.2% |
| 30D | -26.9% | -90.0% | +63.2% | -23.0% |
| 3M | -17.8% | -98.1% | +80.2% | -11.3% |
| 6M | +6.2% | -99.9% | +106.1% | +31.8% |
| All | +62.5% | -99.9% | +162.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling