+192.4%
DRD vs VT
+69.4%
+123.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +5.5% |
| 7D | +1.1% | -4.2% | +5.3% | +6.4% |
| 30D | +0.6% | -5.8% | +6.4% | +8.2% |
| 3M | +10.3% | -5.2% | +15.6% | +18.2% |
| 6M | -4.5% | +0.1% | -4.6% | -2.6% |
| YTD | -17.8% | +8.2% | -26.1% | -21.5% |
| 1Y | +1.7% | +10.1% | -8.4% | -4.1% |
| All | +192.4% | +69.4% | +123.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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