+38.4%
DRTS vs VOO
+68.0%
-29.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | +5.1% | -2.7% | +7.8% | +7.0% |
| 30D | -3.7% | -5.4% | +1.6% | -0.2% |
| 3M | +5.6% | -4.1% | +9.7% | +8.6% |
| 6M | +80.8% | +0.7% | +80.0% | +81.0% |
| YTD | +177.2% | +8.7% | +168.4% | +167.7% |
| 1Y | +260.7% | +11.0% | +249.7% | +245.7% |
| 3Y | +332.8% | +75.5% | +257.4% | +244.6% |
| All | +38.4% | +68.0% | -29.6% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling