+62.5%
DRAM vs SCHG
+20.2%
+42.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -8.3% |
| 7D | -16.6% | -2.5% | -14.1% | -11.1% |
| 30D | -26.9% | -5.4% | -21.4% | -15.6% |
| 3M | -17.8% | -2.2% | -15.7% | -13.1% |
| 6M | +6.2% | +5.2% | +1.0% | -2.1% |
| All | +62.5% | +20.2% | +42.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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