+380.2%
DAR vs VO
+193.0%
+187.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | -0.2% | -0.6% | +0.4% | +0.4% |
| 30D | +7.4% | -1.9% | +9.4% | +9.6% |
| 3M | +15.7% | +3.3% | +12.4% | +10.9% |
| 6M | +30.0% | +9.7% | +20.3% | +15.7% |
| YTD | +87.5% | +12.6% | +74.9% | +61.6% |
| 1Y | +113.4% | +13.6% | +99.7% | +82.2% |
| 3Y | +15.3% | +56.8% | -41.5% | -32.1% |
| 5Y | -4.3% | +42.3% | -46.6% | -36.6% |
| 10Y | +380.2% | +199.2% | +181.0% | +30.7% |
| All | +380.2% | +193.0% | +187.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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