+50.5%
DRAM vs RSP
+16.8%
+33.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.1% | +2.1% |
| 7D | -9.8% | +0.4% | -10.2% | -9.1% |
| 30D | -26.9% | +3.7% | -30.7% | -30.3% |
| 3M | -17.4% | +0.8% | -18.2% | -17.1% |
| 6M | -20.9% | +9.1% | -30.0% | -35.6% |
| All | +50.5% | +16.8% | +33.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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