+46.9%
DRTS price history and return analytics
+88.4%
-41.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +6.3% | +1.0% | +5.3% | +5.7% |
| 30D | +12.9% | -0.2% | +13.2% | +13.1% |
| 3M | +59.9% | +4.5% | +55.4% | +56.2% |
| 6M | +131.5% | +14.1% | +117.5% | +116.5% |
| YTD | +199.8% | +14.8% | +185.0% | +181.4% |
| 1Y | +302.2% | +21.2% | +281.0% | +270.6% |
| 3Y | +341.7% | +76.6% | +265.1% | +258.6% |
| 5Y | +50.5% | +66.6% | -16.1% | +24.3% |
| All | +46.9% | +88.4% | -41.4% | +20.3% |
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