+62.5%
DRAM vs RUN
-35.5%
+98.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.8% |
| 7D | -16.6% | +18.5% | -35.1% | -22.8% |
| 30D | -26.9% | +15.5% | -42.4% | -31.9% |
| 3M | -17.8% | -20.3% | +2.5% | -7.3% |
| 6M | +6.2% | -30.8% | +37.0% | +32.0% |
| All | +62.5% | -35.5% | +98.0% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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