+52.7%
DRAM vs RIG
-17.8%
+70.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.5% |
| 7D | +7.9% | +5.7% | +2.2% | +7.0% |
| 30D | -15.4% | -0.7% | -14.7% | -14.9% |
| 3M | -25.5% | -3.1% | -22.4% | -24.9% |
| 6M | -22.3% | -16.3% | -5.9% | -25.6% |
| All | +52.7% | -17.8% | +70.5% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling