+500.4%
DCO vs VT
+346.0%
+154.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +1.8% |
| 7D | -15.6% | -2.3% | -13.3% | -12.8% |
| 30D | -18.4% | -5.0% | -13.4% | -12.8% |
| 3M | -32.9% | -4.9% | -28.0% | -28.5% |
| 6M | -7.9% | -1.5% | -6.4% | -5.4% |
| YTD | +42.2% | +8.5% | +33.7% | +30.1% |
| 1Y | +51.7% | +11.4% | +40.3% | +34.9% |
| 3Y | +185.0% | +70.1% | +114.9% | +53.0% |
| 5Y | +152.1% | +53.7% | +98.4% | +50.9% |
| 10Y | +512.3% | +220.0% | +292.3% | +62.3% |
| All | +500.4% | +346.0% | +154.4% | +9.6% |
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