+244.4%
DMO vs VT
+425.9%
-181.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +6.9% | -5.0% | +11.8% | +8.7% |
| 3M | -1.6% | -4.9% | +3.3% | 0.0% |
| 6M | -4.5% | -1.5% | -2.9% | -4.1% |
| YTD | -0.1% | +8.5% | -8.6% | -3.0% |
| 1Y | -5.2% | +11.4% | -16.6% | -8.8% |
| 3Y | +38.1% | +70.1% | -31.9% | +14.3% |
| 5Y | +13.4% | +53.7% | -40.4% | -3.6% |
| 10Y | +46.6% | +220.0% | -173.4% | -1.1% |
| All | +244.4% | +425.9% | -181.5% | +116.4% |
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