-100.0%
DCX vs VOO
+75.4%
-175.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -11.9% |
| 7D | -22.6% | +0.1% | -22.7% | -22.6% |
| 30D | -45.0% | +0.1% | -45.1% | -45.0% |
| 3M | -77.5% | +2.0% | -79.5% | -77.7% |
| 6M | -67.3% | +13.0% | -80.3% | -68.7% |
| YTD | -87.2% | +13.6% | -100.8% | -87.7% |
| 1Y | -99.7% | +20.1% | -119.8% | -99.8% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +75.4% | -175.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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