+115.0%
DRAM vs VST
-1.1%
+116.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.1% | +3.2% |
| 7D | +6.9% | +8.9% | -2.0% | -1.5% |
| 30D | +11.1% | +6.2% | +4.9% | +4.8% |
| 3M | -9.1% | -2.7% | -6.4% | -5.1% |
| All | +115.0% | -1.1% | +116.1% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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 · Available span rolling