+62.5%
DRAM vs RVMD
+107.0%
-44.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.8% | -8.1% | -6.0% |
| 7D | -16.6% | +5.8% | -22.5% | -17.9% |
| 30D | -26.9% | -3.8% | -23.0% | -26.2% |
| 3M | -17.8% | +3.2% | -21.0% | -18.8% |
| 6M | +6.2% | +35.0% | -28.8% | +1.2% |
| All | +62.5% | +107.0% | -44.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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