+62.5%
DRAM vs RNG
+106.9%
-44.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -16.6% | -9.6% | -7.1% | -18.2% |
| 30D | -26.9% | -1.4% | -25.5% | -27.0% |
| 3M | -17.8% | +28.8% | -46.6% | -11.4% |
| 6M | +6.2% | +65.6% | -59.4% | +34.9% |
| All | +62.5% | +106.9% | -44.4% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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