-100.0%
DRCT vs VOO
+80.7%
-180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.3% | -22.0% |
| 7D | -20.0% | -0.9% | -19.1% | -20.6% |
| 30D | -65.7% | -2.3% | -63.4% | -65.7% |
| 3M | -95.6% | -1.2% | -94.5% | -95.8% |
| 6M | -96.8% | +3.3% | -100.1% | -97.1% |
| YTD | -99.1% | +12.3% | -111.5% | -99.3% |
| 1Y | -99.7% | +12.5% | -112.2% | -99.8% |
| 3Y | -100.0% | +79.2% | -179.2% | -100.0% |
| All | -100.0% | +80.7% | -180.6% | -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