+57.3%
DRAM vs VYM
+13.7%
+43.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.8% |
| 7D | +18.0% | +3.3% | +14.6% | +9.4% |
| 30D | -17.4% | +3.8% | -21.1% | -22.1% |
| 3M | -20.3% | -0.4% | -19.9% | -17.0% |
| 6M | -14.9% | +7.1% | -22.0% | -25.3% |
| All | +57.3% | +13.7% | +43.6% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling