+80.8%
DRLL vs VT
+91.5%
-10.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | +12.8% | +1.0% | +11.9% | +12.1% |
| 3M | +12.2% | +2.4% | +9.8% | +10.2% |
| 6M | +17.4% | +12.0% | +5.4% | +7.8% |
| YTD | +46.6% | +15.3% | +31.3% | +31.3% |
| 1Y | +47.3% | +22.6% | +24.7% | +25.3% |
| 3Y | +48.2% | +74.7% | -26.5% | -6.7% |
| All | +80.8% | +91.5% | -10.8% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling