-24.7%
DERM vs VOO
+75.3%
-100.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.1% | -6.2% |
| 7D | -4.1% | -0.4% | -3.8% | -3.9% |
| 30D | +15.7% | -1.4% | +17.1% | +16.7% |
| 3M | +20.6% | +3.7% | +16.8% | +17.8% |
| 6M | -7.1% | +13.0% | -20.1% | -13.4% |
| YTD | -3.4% | +12.4% | -15.8% | -9.7% |
| 1Y | 0.0% | +18.6% | -18.6% | -9.1% |
| 3Y | +152.5% | +78.1% | +74.5% | +93.2% |
| All | -24.7% | +75.3% | -100.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling