-45.0%
DRAY vs VOO
+24.2%
-69.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +8.9% | +0.1% | +8.9% | +8.9% |
| 3M | -5.1% | +2.0% | -7.1% | -5.9% |
| 6M | -0.4% | +13.0% | -13.4% | -8.8% |
| YTD | -31.9% | +13.6% | -45.5% | -37.8% |
| 1Y | -50.1% | +20.1% | -70.2% | -55.9% |
| All | -45.0% | +24.2% | -69.2% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling