-97.9%
DPRO vs VT
+77.3%
-175.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -2.1% |
| 7D | -23.8% | -4.2% | -19.7% | -18.5% |
| 30D | -43.8% | -5.8% | -38.0% | -38.1% |
| 3M | -35.6% | -5.2% | -30.3% | -29.5% |
| 6M | -45.0% | +0.1% | -45.1% | -43.6% |
| YTD | -59.3% | +8.2% | -67.6% | -62.2% |
| 1Y | -68.6% | +10.1% | -78.7% | -71.4% |
| 3Y | -83.4% | +69.7% | -153.1% | -91.2% |
| 5Y | -96.7% | +53.4% | -150.1% | -97.6% |
| All | -97.9% | +77.3% | -175.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling