+57.3%
DRAM vs ROK
+13.0%
+44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | +18.0% | +6.1% | +11.9% | +9.1% |
| 30D | -17.4% | -6.5% | -10.9% | -8.8% |
| 3M | -20.3% | -10.2% | -10.1% | -7.1% |
| 6M | -14.9% | -10.6% | -4.3% | +2.6% |
| All | +57.3% | +13.0% | +44.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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