+3,595.6%
DLR vs VO
+781.1%
+2,814.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +1.6% | -0.3% | +1.8% | +1.8% |
| 30D | -3.4% | -0.3% | -3.0% | -3.0% |
| 3M | +0.5% | +2.9% | -2.4% | -2.2% |
| 6M | +4.6% | +9.3% | -4.8% | -3.7% |
| YTD | +23.4% | +14.2% | +9.2% | +9.1% |
| 1Y | +19.0% | +15.3% | +3.8% | +4.3% |
| 3Y | +56.5% | +56.2% | +0.3% | +3.5% |
| 5Y | +33.3% | +42.4% | -9.1% | -4.6% |
| 10Y | +165.1% | +194.7% | -29.6% | -11.5% |
| All | +3,595.6% | +781.1% | +2,814.5% | +334.9% |
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