+39.7%
DRTS price history and return analytics
+82.7%
-43.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.2% |
| 7D | +10.0% | +0.4% | +9.6% | +9.8% |
| 30D | -2.1% | -2.6% | +0.5% | -0.3% |
| 3M | +7.4% | -3.2% | +10.6% | +9.8% |
| 6M | +65.8% | +0.9% | +64.9% | +65.7% |
| YTD | +185.1% | +11.3% | +173.7% | +173.0% |
| 1Y | +265.5% | +14.0% | +251.5% | +247.2% |
| 3Y | +355.2% | +75.8% | +279.3% | +274.3% |
| 5Y | +42.4% | +57.8% | -15.5% | +20.0% |
| All | +39.7% | +82.7% | -43.0% | +16.8% |
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