+6.9%
DDFO vs VT
+11.8%
-4.9%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.5% |
| 7D | -1.8% | -4.2% | +2.4% | -0.7% |
| 30D | -1.8% | -5.8% | +4.0% | -0.3% |
| 3M | 0.0% | -5.2% | +5.2% | +1.3% |
| 6M | +2.4% | +0.1% | +2.3% | +2.1% |
| YTD | +5.1% | +8.2% | -3.2% | +2.0% |
| 1Y | +6.4% | +10.1% | -3.7% | +2.7% |
| All | +6.9% | +11.8% | -4.9% | +2.8% |
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