-28.4%
DERM vs VOO
+74.3%
-102.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.4% |
| 7D | -10.3% | -2.0% | -8.3% | -9.0% |
| 30D | +12.2% | -1.7% | +13.8% | +13.4% |
| 3M | +16.8% | +4.7% | +12.1% | +13.4% |
| 6M | -13.0% | +12.6% | -25.6% | -18.7% |
| YTD | -8.0% | +11.8% | -19.8% | -13.7% |
| 1Y | -1.9% | +17.5% | -19.5% | -10.3% |
| 3Y | +140.3% | +77.0% | +63.4% | +84.7% |
| All | -28.4% | +74.3% | -102.7% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling