-97.7%
DPRO vs VT
+84.8%
-182.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -9.9% |
| 7D | -15.9% | -0.3% | -15.6% | -15.6% |
| 30D | -37.3% | -1.4% | -35.9% | -35.8% |
| 3M | -30.2% | -1.4% | -28.8% | -28.4% |
| 6M | -39.9% | +5.5% | -45.4% | -43.3% |
| YTD | -55.6% | +12.8% | -68.4% | -61.5% |
| 1Y | -64.7% | +15.4% | -80.1% | -70.1% |
| 3Y | -81.9% | +76.9% | -158.7% | -91.0% |
| 5Y | -96.6% | +60.4% | -157.0% | -97.7% |
| All | -97.7% | +84.8% | -182.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling