+301.0%
DAR vs VO
+202.1%
+98.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +3.6% |
| 7D | +3.6% | +0.2% | +3.4% | +3.4% |
| 30D | -11.3% | +2.0% | -13.3% | -13.3% |
| 3M | -13.1% | -0.3% | -12.8% | -13.2% |
| 6M | -15.1% | +7.3% | -22.4% | -22.3% |
| YTD | +50.5% | +15.0% | +35.5% | +26.5% |
| 1Y | +57.9% | +14.7% | +43.2% | +33.2% |
| 3Y | +28.9% | +67.3% | -38.4% | -29.7% |
| 5Y | -31.4% | +38.8% | -70.3% | -53.3% |
| 10Y | +301.0% | +201.6% | +99.5% | +5.6% |
| All | +301.0% | +202.1% | +98.9% | +5.6% |
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