+57.3%
DRAM vs RGEN
+45.8%
+11.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.8% |
| 7D | +18.0% | -1.2% | +19.1% | +18.4% |
| 30D | -17.4% | -5.1% | -12.3% | -15.8% |
| 3M | -20.3% | +0.5% | -20.8% | -19.1% |
| 6M | -14.9% | +46.6% | -61.5% | -16.7% |
| All | +57.3% | +45.8% | +11.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 all: compounded portfolio wealth divided by compounded RGEN 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…
all analysis · Full analysis span regression · 6 months rolling