+604.7%
DG vs VO
+632.0%
-27.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +7.4% | +0.5% | +6.9% | +7.2% |
| 3M | +8.5% | -1.0% | +9.5% | +9.1% |
| 6M | +21.9% | +6.4% | +15.4% | +18.1% |
| YTD | +4.9% | +13.6% | -8.7% | -1.5% |
| 1Y | +40.4% | +14.5% | +25.9% | +31.3% |
| 3Y | +23.5% | +67.2% | -43.7% | -6.1% |
| 5Y | -32.3% | +36.1% | -68.4% | -43.4% |
| 10Y | +119.3% | +199.3% | -80.0% | +19.1% |
| All | +604.7% | +632.0% | -27.3% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling