+57.3%
DRAM vs RUN
-37.5%
+94.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -0.7% |
| 7D | +18.0% | -13.7% | +31.6% | +23.3% |
| 30D | -17.4% | +9.4% | -26.7% | -22.3% |
| 3M | -20.3% | -13.4% | -6.9% | -15.8% |
| 6M | -14.9% | -39.6% | +24.7% | +7.9% |
| All | +57.3% | -37.5% | +94.8% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling