-95.4%
DPRO vs VT
+88.9%
-184.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +37.1% | +0.4% | +36.6% | +36.3% |
| 30D | +40.4% | +1.0% | +39.4% | +38.7% |
| 3M | -14.2% | +2.4% | -16.5% | -16.0% |
| 6M | -9.5% | +12.0% | -21.5% | -21.7% |
| YTD | -11.4% | +15.3% | -26.8% | -25.8% |
| 1Y | +35.7% | +22.6% | +13.1% | +5.9% |
| 3Y | -71.3% | +74.7% | -146.0% | -85.6% |
| 5Y | -93.6% | +66.1% | -159.7% | -95.9% |
| All | -95.4% | +88.9% | -184.3% | -97.8% |
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