+50.5%
DRAM vs RJF
+19.9%
+30.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.3% | +7.3% |
| 7D | -9.8% | +3.4% | -13.2% | -8.5% |
| 30D | -26.9% | +5.9% | -32.9% | -24.8% |
| 3M | -17.4% | -4.6% | -12.8% | -18.4% |
| 6M | -20.9% | +9.5% | -30.4% | -14.2% |
| All | +50.5% | +19.9% | +30.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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