-100.0%
DCOY vs VT
+234.0%
-334.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.3% |
| 7D | -13.7% | +2.4% | -16.1% | -15.5% |
| 30D | -16.7% | -1.5% | -15.2% | -15.5% |
| 3M | -72.4% | -4.1% | -68.3% | -71.5% |
| 6M | -79.8% | +0.6% | -80.3% | -79.9% |
| YTD | -87.5% | +11.0% | -98.5% | -88.5% |
| 1Y | -93.3% | +13.3% | -106.6% | -93.9% |
| 3Y | -99.9% | +73.4% | -173.3% | -99.9% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| 10Y | -100.0% | +221.7% | -321.7% | -100.0% |
| All | -100.0% | +234.0% | -334.0% | -100.0% |
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