+57.3%
DRAM vs RRC
+15.3%
+42.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.8% |
| 7D | +18.0% | +2.5% | +15.4% | +18.8% |
| 30D | -17.4% | +21.1% | -38.5% | -8.2% |
| 3M | -20.3% | +28.4% | -48.7% | -6.8% |
| 6M | -14.9% | +26.5% | -41.3% | +1.7% |
| All | +57.3% | +15.3% | +42.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling