+52.7%
DRAM vs RVTY
+79.3%
-26.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.0% |
| 7D | +7.9% | -0.5% | +8.4% | +8.3% |
| 30D | -15.4% | +1.5% | -17.0% | -14.8% |
| 3M | -25.5% | +31.5% | -57.0% | -33.2% |
| 6M | -22.3% | +62.7% | -84.9% | -37.3% |
| All | +52.7% | +79.3% | -26.5% | +17.3% |
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