+766.7%
DGX vs VO
+825.6%
-58.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | +3.1% | -1.5% | -0.2% |
| 30D | +11.2% | +2.2% | +9.0% | +9.8% |
| 3M | +10.4% | -2.5% | +12.9% | +11.8% |
| 6M | +37.1% | +7.0% | +30.1% | +31.7% |
| YTD | +52.1% | +14.0% | +38.1% | +40.7% |
| 1Y | +40.7% | +15.6% | +25.1% | +29.0% |
| 3Y | +107.6% | +66.2% | +41.4% | +53.3% |
| 5Y | +90.6% | +36.6% | +54.0% | +55.2% |
| 10Y | +287.9% | +199.0% | +89.0% | +97.8% |
| All | +766.7% | +825.6% | -58.9% | +120.8% |
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 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