+52.7%
DRAM vs RJF
+20.5%
+32.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.6% |
| 7D | +7.9% | +3.6% | +4.3% | +9.1% |
| 30D | -15.4% | +7.2% | -22.7% | -12.5% |
| 3M | -25.5% | -6.5% | -19.0% | -27.0% |
| 6M | -22.3% | +10.3% | -32.6% | -15.9% |
| All | +52.7% | +20.5% | +32.3% | +58.4% |
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