-46.9%
DBO vs VT
+363.9%
-410.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.4% | -8.7% |
| 7D | -12.2% | -0.3% | -11.9% | -12.1% |
| 30D | +0.4% | -1.4% | +1.9% | +1.1% |
| 3M | +22.8% | -1.4% | +24.2% | +23.3% |
| 6M | +2.1% | +5.5% | -3.4% | -2.7% |
| YTD | +93.1% | +12.8% | +80.3% | +74.3% |
| 1Y | +86.0% | +15.4% | +70.5% | +65.2% |
| 3Y | +62.0% | +76.9% | -14.9% | +6.9% |
| 5Y | +86.5% | +60.4% | +26.1% | +29.4% |
| 10Y | +240.7% | +232.8% | +7.9% | +40.2% |
| All | -46.9% | +363.9% | -410.8% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling