+46.4%
DRAM vs VST
-13.0%
+59.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.1% |
| 7D | -14.7% | -6.0% | -8.7% | -11.1% |
| 30D | -28.9% | -18.8% | -10.2% | -17.2% |
| 3M | -18.1% | -8.0% | -10.0% | -14.8% |
| 6M | -23.0% | -10.9% | -12.1% | -13.8% |
| All | +46.4% | -13.0% | +59.4% | +63.9% |
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 · 6 months rolling