-19.3%
DRAM vs RRC
+17.8%
-37.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +5.5% |
| 7D | -18.2% | -10.8% | -7.3% | -20.5% |
| 30D | -34.5% | +22.3% | -56.8% | -24.6% |
| 3M | -23.6% | +26.6% | -50.2% | -8.6% |
| 6M | -19.3% | +18.9% | -38.2% | -3.9% |
| All | -19.3% | +17.8% | -37.1% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling