+41.5%
DRAM vs RACE
+24.6%
+16.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.6% | +6.6% |
| 7D | -18.2% | +5.1% | -23.2% | -19.2% |
| 30D | -34.5% | +7.7% | -42.2% | -35.9% |
| 3M | -23.6% | +2.2% | -25.8% | -23.6% |
| 6M | -19.3% | +23.8% | -43.0% | -24.6% |
| All | +41.5% | +24.6% | +16.9% | +31.3% |
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