+120.1%
DRAM vs RUN
-32.4%
+152.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.4% |
| 7D | +11.0% | +10.2% | +0.8% | +5.3% |
| 30D | +20.8% | -9.6% | +30.4% | +26.9% |
| 3M | +1.0% | -31.5% | +32.5% | +23.0% |
| All | +120.1% | -32.4% | +152.5% | +170.3% |
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 · Available span rolling