-20.0%
DRAM vs ROL
-27.7%
+7.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +1.0% | -18.9% | -16.9% |
| 7D | -28.5% | +11.7% | -40.2% | -19.5% |
| 30D | -37.8% | +27.7% | -65.5% | -18.6% |
| 3M | -31.1% | +3.7% | -34.8% | -29.3% |
| 6M | -20.0% | -27.8% | +7.7% | -43.9% |
| All | -20.0% | -27.7% | +7.6% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling