+181.2%
DLR vs VO
+197.6%
-16.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | +3.1% | +0.2% | +0.9% |
| 30D | +4.6% | +2.2% | +2.4% | +2.9% |
| 3M | -8.3% | -2.5% | -5.8% | -6.3% |
| 6M | -5.6% | +7.0% | -12.6% | -10.2% |
| YTD | +18.7% | +14.0% | +4.7% | +7.6% |
| 1Y | +17.1% | +15.6% | +1.5% | +4.9% |
| 3Y | +54.4% | +66.2% | -11.8% | +5.5% |
| 5Y | +36.5% | +36.6% | -0.1% | +6.6% |
| All | +181.2% | +197.6% | -16.4% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling