+41.5%
DRAM vs RVTY
+80.1%
-38.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +4.6% |
| 7D | -18.2% | -1.2% | -17.0% | -17.1% |
| 30D | -34.5% | +1.0% | -35.6% | -33.9% |
| 3M | -23.6% | +35.8% | -59.5% | -32.6% |
| 6M | -19.3% | +56.7% | -76.0% | -33.9% |
| All | +41.5% | +80.1% | -38.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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