-56.7%
DRAY vs VOO
+18.9%
-75.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.3% | -20.1% | -20.0% |
| 7D | -12.4% | -2.7% | -9.7% | -11.3% |
| 30D | -4.7% | -5.4% | +0.7% | -1.8% |
| 3M | -15.3% | -4.1% | -11.3% | -13.4% |
| 6M | -22.5% | +0.7% | -23.2% | -23.2% |
| YTD | -46.4% | +8.7% | -55.2% | -50.0% |
| 1Y | -37.2% | +11.0% | -48.2% | -42.3% |
| All | -56.7% | +18.9% | -75.6% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling