+46.4%
DRAM vs VRT
-22.0%
+68.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -0.3% |
| 7D | -14.7% | -17.7% | +3.0% | -1.0% |
| 30D | -28.9% | -20.0% | -8.9% | -15.9% |
| 3M | -18.1% | -28.1% | +10.0% | +4.4% |
| 6M | -23.0% | -42.8% | +19.8% | +21.8% |
| All | +46.4% | -22.0% | +68.4% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling