+57.3%
DRAM vs VUG
+17.8%
+39.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.0% |
| 7D | +18.0% | +4.4% | +13.6% | +5.1% |
| 30D | -17.4% | -7.3% | -10.0% | +4.9% |
| 3M | -20.3% | -4.2% | -16.1% | -7.9% |
| 6M | -14.9% | -1.6% | -13.3% | -4.8% |
| All | +57.3% | +17.8% | +39.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling