+470.7%
DCO vs VT
+217.6%
+253.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -12.7% | -0.1% | -12.5% | -12.0% |
| 30D | -14.6% | -3.1% | -11.6% | -10.8% |
| 3M | -25.3% | -3.5% | -21.8% | -21.5% |
| 6M | +6.1% | +0.5% | +5.6% | +6.5% |
| YTD | +53.0% | +10.8% | +42.3% | +36.4% |
| 1Y | +51.2% | +11.9% | +39.3% | +33.3% |
| 3Y | +204.8% | +73.0% | +131.8% | +57.5% |
| 5Y | +180.1% | +58.6% | +121.5% | +60.7% |
| 10Y | +470.7% | +219.2% | +251.5% | +38.3% |
| All | +470.7% | +217.6% | +253.0% | +38.3% |
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