+50.5%
DRAM vs VRT
-19.5%
+70.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.3% | -1.2% |
| 7D | -9.8% | -10.6% | +0.8% | -1.9% |
| 30D | -26.9% | -17.4% | -9.5% | -15.7% |
| 3M | -17.4% | -26.4% | +9.0% | +3.4% |
| 6M | -20.9% | -41.0% | +20.1% | +22.1% |
| All | +50.5% | -19.5% | +70.0% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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