+62.5%
DRAM vs VYM
+13.8%
+48.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -7.3% |
| 7D | -16.6% | +1.2% | -17.8% | -18.3% |
| 30D | -26.9% | +5.2% | -32.1% | -34.3% |
| 3M | -17.8% | +0.5% | -18.3% | -17.5% |
| 6M | +6.2% | +7.7% | -1.5% | -8.6% |
| All | +62.5% | +13.8% | +48.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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