+62.5%
DRAM vs RBA
+0.4%
+62.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.0% |
| 7D | -16.6% | +12.7% | -29.3% | -15.5% |
| 30D | -26.9% | +15.5% | -42.4% | -25.6% |
| 3M | -17.8% | -14.0% | -3.8% | -13.9% |
| 6M | +6.2% | -8.8% | +15.0% | +12.5% |
| All | +62.5% | +0.4% | +62.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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