+57.3%
DRAM vs V
+42.0%
+15.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.1% | +6.7% |
| 7D | +18.0% | -0.4% | +18.3% | +17.5% |
| 30D | -17.4% | +6.3% | -23.7% | -8.9% |
| 3M | -20.3% | +17.2% | -37.5% | +1.8% |
| 6M | -14.9% | +29.2% | -44.1% | +27.3% |
| All | +57.3% | +42.0% | +15.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling