+61.6%
DRAM vs RUN
-33.5%
+95.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.1% | +6.2% | +9.0% |
| 7D | -0.6% | +3.2% | -3.8% | -2.8% |
| 30D | -18.0% | +19.5% | -37.5% | -25.5% |
| 3M | -11.9% | -9.6% | -2.3% | -7.8% |
| 6M | -18.6% | -37.3% | +18.7% | +2.1% |
| All | +61.6% | -33.5% | +95.0% | +99.3% |
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