+46.4%
DRAM vs VUG
+16.1%
+30.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -0.6% |
| 7D | -14.7% | -1.2% | -13.5% | -10.6% |
| 30D | -28.9% | -8.9% | -20.1% | -5.8% |
| 3M | -18.1% | -5.9% | -12.1% | -0.7% |
| 6M | -23.0% | -3.3% | -19.8% | -10.0% |
| All | +46.4% | +16.1% | +30.3% | +20.5% |
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