+57.3%
DRAM vs VO
+15.5%
+41.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | +0.4% |
| 7D | +18.0% | +2.9% | +15.0% | +7.0% |
| 30D | -17.4% | +1.0% | -18.4% | -18.3% |
| 3M | -20.3% | -1.7% | -18.6% | -12.1% |
| 6M | -14.9% | +6.7% | -21.6% | -26.9% |
| All | +57.3% | +15.5% | +41.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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