+50.5%
DRAM vs RBA
+1.1%
+49.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +6.6% |
| 7D | -9.8% | +2.5% | -12.3% | -9.5% |
| 30D | -26.9% | +11.6% | -38.5% | -25.7% |
| 3M | -17.4% | +1.5% | -18.9% | -14.8% |
| 6M | -20.9% | -6.6% | -14.2% | -17.0% |
| All | +50.5% | +1.1% | +49.4% | +59.2% |
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