-37.9%
DG vs VO
+43.2%
-81.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | +1.0% | -1.1% | +2.1% | +1.5% |
| 3M | +20.3% | +4.5% | +15.8% | +17.9% |
| 6M | -11.7% | +11.1% | -22.8% | -15.8% |
| YTD | -2.3% | +13.5% | -15.9% | -7.8% |
| 1Y | +20.0% | +14.5% | +5.5% | +13.0% |
| 3Y | +7.2% | +58.1% | -50.9% | -14.6% |
| 5Y | -37.9% | +43.3% | -81.2% | -49.8% |
| All | -37.9% | +43.2% | -81.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling