-100.0%
DRCT vs VOO
+79.0%
-179.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -3.8% |
| 7D | -25.0% | +0.1% | -25.1% | -27.2% |
| 30D | -63.0% | -3.3% | -59.6% | -62.1% |
| 3M | -94.2% | -2.4% | -91.8% | -94.2% |
| 6M | -96.3% | +2.6% | -98.9% | -96.6% |
| YTD | -98.9% | +11.3% | -110.2% | -99.2% |
| 1Y | -99.7% | +13.4% | -113.1% | -99.8% |
| 3Y | -100.0% | +80.3% | -180.3% | -100.0% |
| All | -100.0% | +79.0% | -179.0% | -100.0% |
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