+61.6%
DRAM vs RRX
-0.4%
+61.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.8% | +8.9% |
| 7D | -0.6% | +5.4% | -6.0% | -4.4% |
| 30D | -18.0% | +12.0% | -30.0% | -25.6% |
| 3M | -11.9% | +6.1% | -18.0% | -16.1% |
| 6M | -18.6% | -13.2% | -5.4% | -5.4% |
| All | +61.6% | -0.4% | +61.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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