+683.3%
DGX vs VO
+821.9%
-138.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -1.2% | -1.1% | -0.1% | -0.6% |
| 3M | +19.9% | +4.5% | +15.4% | +16.9% |
| 6M | +19.2% | +11.1% | +8.2% | +12.1% |
| YTD | +37.5% | +13.5% | +23.9% | +27.6% |
| 1Y | +31.3% | +14.5% | +16.8% | +21.1% |
| 3Y | +96.6% | +58.1% | +38.5% | +49.4% |
| 5Y | +64.3% | +43.3% | +21.0% | +30.1% |
| 10Y | +241.1% | +193.2% | +47.9% | +76.0% |
| All | +683.3% | +821.9% | -138.6% | +100.2% |
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