+91.6%
DRLL vs VT
+84.2%
+7.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -2.3% | -1.6% | -0.7% | -1.4% |
| 30D | +6.5% | -2.5% | +9.0% | +7.9% |
| 3M | +15.2% | -1.3% | +16.5% | +15.6% |
| 6M | +17.9% | +3.1% | +14.8% | +14.4% |
| YTD | +55.4% | +10.9% | +44.5% | +42.0% |
| 1Y | +57.2% | +12.1% | +45.1% | +42.3% |
| 3Y | +62.6% | +73.9% | -11.3% | +1.5% |
| All | +91.6% | +84.2% | +7.4% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling