+57.3%
DRAM vs VIVK
-100.0%
+157.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | -2.2% |
| 7D | +18.0% | -38.6% | +56.6% | +19.8% |
| 30D | -17.4% | -87.7% | +70.4% | -12.0% |
| 3M | -20.3% | -98.9% | +78.5% | -11.9% |
| 6M | -14.9% | -100.0% | +85.1% | +8.0% |
| All | +57.3% | -100.0% | +157.2% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling