+62.5%
DRAM vs VUG
+19.4%
+43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -9.5% |
| 7D | -16.6% | -3.0% | -13.6% | -9.2% |
| 30D | -26.9% | -6.4% | -20.4% | -11.3% |
| 3M | -17.8% | -3.2% | -14.6% | -9.5% |
| 6M | +6.2% | +3.1% | +3.1% | +5.2% |
| All | +62.5% | +19.4% | +43.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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