+61.6%
DRAM vs RSG
+13.5%
+48.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.7% | +12.1% |
| 7D | -0.6% | +1.6% | -2.2% | +4.4% |
| 30D | -18.0% | +13.5% | -31.5% | +16.1% |
| 3M | -11.9% | +16.3% | -28.2% | +34.5% |
| 6M | -18.6% | +26.9% | -45.5% | +60.6% |
| All | +61.6% | +13.5% | +48.0% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling