-56.8%
DRAY vs VOO
+21.9%
-78.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -0.2% | +2.6% | -2.8% | -1.5% |
| 30D | -4.7% | -2.0% | -2.7% | -3.8% |
| 3M | -24.1% | -2.8% | -21.3% | -22.9% |
| 6M | -23.9% | +2.2% | -26.1% | -25.0% |
| YTD | -46.5% | +11.5% | -58.1% | -50.7% |
| 1Y | -40.3% | +13.5% | -53.8% | -45.8% |
| All | -56.8% | +21.9% | -78.8% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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