-97.7%
DCGO vs VT
+90.5%
-188.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +1.7% |
| 7D | -11.1% | -0.7% | -10.4% | -10.2% |
| 30D | -30.5% | -1.7% | -28.8% | -28.6% |
| 3M | -60.1% | -2.3% | -57.8% | -58.5% |
| 6M | -60.8% | +1.5% | -62.3% | -61.2% |
| YTD | -73.6% | +12.0% | -85.6% | -76.9% |
| 1Y | -78.9% | +12.9% | -91.8% | -81.7% |
| 3Y | -95.9% | +74.9% | -170.9% | -97.9% |
| 5Y | -97.3% | +59.9% | -157.2% | -98.4% |
| All | -97.7% | +90.5% | -188.3% | -98.8% |
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 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