+69.3%
DRI vs VLTO
+27.2%
+42.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | +3.8% | -0.9% | +4.7% | +4.1% |
| 3M | +13.0% | +13.8% | -0.8% | +9.0% |
| 6M | +8.3% | +2.0% | +6.3% | +7.5% |
| YTD | +20.6% | -3.2% | +23.8% | +21.2% |
| 1Y | +6.5% | -9.2% | +15.6% | +8.9% |
| All | +69.3% | +27.2% | +42.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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