+729.2%
DRN vs VT
+529.3%
+200.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | -2.1% |
| 7D | +6.6% | +0.4% | +6.2% | +5.7% |
| 30D | +21.3% | -2.6% | +23.9% | +29.1% |
| 3M | -4.1% | -3.2% | -0.9% | +3.9% |
| 6M | -1.9% | +0.9% | -2.9% | -7.9% |
| YTD | +25.9% | +11.3% | +14.6% | -8.7% |
| 1Y | +19.5% | +14.0% | +5.5% | -18.9% |
| 3Y | +72.0% | +75.8% | -3.9% | -61.6% |
| 5Y | -54.3% | +57.8% | -112.1% | -83.9% |
| 10Y | -24.6% | +219.8% | -244.4% | -94.3% |
| All | +729.2% | +529.3% | +200.0% | -89.2% |
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