+102.2%
DG vs VO
+193.0%
-90.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | +1.8% | -1.9% | +3.7% | +2.8% |
| 3M | +14.5% | +3.3% | +11.2% | +12.6% |
| 6M | -13.6% | +9.7% | -23.2% | -17.5% |
| YTD | -4.8% | +12.6% | -17.5% | -10.4% |
| 1Y | +21.6% | +13.6% | +7.9% | +14.0% |
| 3Y | +4.5% | +56.8% | -52.3% | -18.4% |
| 5Y | -38.5% | +42.3% | -80.7% | -50.0% |
| 10Y | +102.2% | +199.2% | -97.0% | -5.7% |
| All | +102.2% | +193.0% | -90.8% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling