+115.0%
DRAM vs RCL
-1.9%
+116.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.7% |
| 7D | +6.9% | -5.1% | +12.0% | +9.7% |
| 30D | +11.1% | -19.0% | +30.1% | +23.9% |
| 3M | -9.1% | -9.6% | +0.4% | -4.9% |
| All | +115.0% | -1.9% | +116.9% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 6mo: compounded portfolio wealth divided by compounded RCL 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…
6mo analysis · Full analysis span regression · Available span rolling