+57.3%
DRAM vs RACE
+21.4%
+35.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | +18.0% | -4.0% | +22.0% | +19.5% |
| 30D | -17.4% | +3.5% | -20.9% | -18.0% |
| 3M | -20.3% | -0.4% | -19.9% | -19.6% |
| 6M | -14.9% | +23.2% | -38.0% | -20.3% |
| All | +57.3% | +21.4% | +35.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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