+422.5%
DMLP vs VT
+214.8%
+207.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.4% |
| 7D | -7.7% | -4.2% | -3.5% | -5.4% |
| 30D | -3.5% | -5.8% | +2.3% | -0.1% |
| 3M | +10.1% | -5.2% | +15.4% | +13.5% |
| 6M | +9.3% | +0.1% | +9.2% | +8.4% |
| YTD | +38.1% | +8.2% | +29.9% | +29.7% |
| 1Y | +34.3% | +10.1% | +24.2% | +24.5% |
| 3Y | +33.7% | +69.7% | -36.0% | -8.2% |
| 5Y | +151.0% | +53.4% | +97.6% | +82.3% |
| All | +422.5% | +214.8% | +207.7% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling