+62.5%
DRAM vs RCAT
-65.9%
+128.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.3% | +5.0% | -1.8% |
| 7D | -16.6% | -18.5% | +1.9% | -10.6% |
| 30D | -26.9% | -37.0% | +10.1% | -15.0% |
| 3M | -17.8% | -54.9% | +37.0% | +4.1% |
| 6M | +6.2% | -63.6% | +69.9% | +42.8% |
| All | +62.5% | -65.9% | +128.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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