+41.3%
DRTS vs VOO
+114.2%
-72.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.6% |
| 7D | -0.4% | -0.4% | -0.1% | -0.2% |
| 30D | +4.9% | -1.4% | +6.3% | +5.8% |
| 3M | +55.3% | +3.7% | +51.6% | +52.4% |
| 6M | +112.7% | +13.0% | +99.6% | +100.0% |
| YTD | +188.3% | +12.4% | +175.8% | +173.1% |
| 1Y | +265.9% | +18.6% | +247.3% | +240.2% |
| 3Y | +324.7% | +78.1% | +246.6% | +239.2% |
| 5Y | +44.7% | +82.3% | -37.5% | +17.4% |
| All | +41.3% | +114.2% | -72.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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