-20.0%
DRAM vs RL
+7.4%
-27.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -7.3% | -10.6% | -14.5% |
| 7D | -28.5% | -4.7% | -23.8% | -26.1% |
| 30D | -37.8% | +3.6% | -41.4% | -37.8% |
| 3M | -31.1% | +0.5% | -31.7% | -30.7% |
| 6M | -20.0% | +6.6% | -26.7% | -21.2% |
| All | -20.0% | +7.4% | -27.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 6mo: compounded portfolio wealth divided by compounded RL 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…
6mo analysis · Full analysis span regression · 6 months rolling