+238.0%
DD vs VO
+827.2%
-589.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.2% |
| 30D | -10.3% | -0.3% | -10.0% | -9.9% |
| 3M | -7.5% | +2.9% | -10.5% | -10.5% |
| 6M | -8.0% | +9.3% | -17.4% | -16.7% |
| YTD | +10.5% | +14.2% | -3.7% | -4.7% |
| 1Y | +38.3% | +15.3% | +23.0% | +18.2% |
| 3Y | +42.5% | +56.2% | -13.8% | -13.1% |
| 5Y | +60.2% | +42.4% | +17.7% | +8.1% |
| 10Y | +68.9% | +194.7% | -125.9% | -50.3% |
| All | +238.0% | +827.2% | -589.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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