+46.4%
DRAM vs RNG
+94.9%
-48.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.6% |
| 7D | -14.7% | -6.0% | -8.7% | -15.5% |
| 30D | -28.9% | -7.4% | -21.6% | -29.8% |
| 3M | -18.1% | +14.6% | -32.6% | -13.8% |
| 6M | -23.0% | +61.5% | -84.6% | -3.5% |
| All | +46.4% | +94.9% | -48.5% | +78.5% |
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