-100.0%
DCX vs VOO
+72.9%
-172.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.5% | -9.7% |
| 7D | -14.9% | +3.3% | -18.2% | -16.0% |
| 30D | -56.0% | -2.7% | -53.3% | -55.5% |
| 3M | -99.4% | -1.7% | -97.7% | -99.4% |
| 6M | -99.7% | +3.1% | -102.9% | -99.7% |
| YTD | -99.9% | +11.9% | -111.8% | -99.9% |
| 1Y | -100.0% | +12.1% | -112.0% | -100.0% |
| 3Y | -100.0% | +78.6% | -178.6% | -100.0% |
| All | -100.0% | +72.9% | -172.9% | -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