+52.7%
DRAM vs VMC
+1.4%
+51.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +7.9% | -1.3% | +9.2% | +8.1% |
| 30D | -15.4% | +15.5% | -30.9% | -16.5% |
| 3M | -25.5% | +0.6% | -26.1% | -24.2% |
| 6M | -22.3% | +2.1% | -24.3% | -23.9% |
| All | +52.7% | +1.4% | +51.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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