+682.1%
DKL vs VT
+324.6%
+357.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -5.7% | -2.3% | -3.4% | -4.0% |
| 30D | -5.6% | -5.0% | -0.6% | -1.6% |
| 3M | -10.2% | -4.9% | -5.4% | -6.8% |
| 6M | +5.1% | -1.5% | +6.7% | +5.4% |
| YTD | +26.0% | +8.5% | +17.5% | +15.2% |
| 1Y | +25.7% | +11.4% | +14.3% | +12.2% |
| 3Y | +45.1% | +70.1% | -25.0% | -14.0% |
| 5Y | +75.0% | +53.7% | +21.2% | +12.6% |
| 10Y | +522.0% | +220.0% | +302.1% | +119.4% |
| All | +682.1% | +324.6% | +357.5% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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