+52.7%
DRAM vs RGTI
-25.4%
+78.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | +0.1% |
| 7D | +7.9% | -18.1% | +26.0% | +16.6% |
| 30D | -15.4% | -17.6% | +2.2% | -8.8% |
| 3M | -25.5% | -48.3% | +22.8% | -3.3% |
| 6M | -22.3% | -47.8% | +25.5% | -1.7% |
| All | +52.7% | -25.4% | +78.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 10y: compounded portfolio wealth divided by compounded RGTI 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…
10y analysis · Full analysis span regression · 6 months rolling