+61.6%
DRAM vs ROL
-26.9%
+88.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.5% |
| 7D | -0.6% | +0.8% | -1.3% | +0.3% |
| 30D | -18.0% | +20.6% | -38.6% | -1.6% |
| 3M | -11.9% | +4.5% | -16.4% | -7.5% |
| 6M | -18.6% | -26.5% | +7.9% | -32.6% |
| All | +61.6% | -26.9% | +88.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling