-80.3%
DSX vs VT
+374.2%
-454.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +8.3% | +0.4% | +7.8% | +7.7% |
| 30D | +18.5% | +1.0% | +17.5% | +17.1% |
| 3M | +27.5% | +2.4% | +25.1% | +24.0% |
| 6M | +18.6% | +12.0% | +6.6% | +4.3% |
| YTD | +83.5% | +15.3% | +68.2% | +56.6% |
| 1Y | +85.8% | +22.6% | +63.2% | +48.4% |
| 3Y | -6.6% | +74.7% | -81.3% | -51.2% |
| 5Y | +2.3% | +66.1% | -63.8% | -43.6% |
| 10Y | +123.2% | +225.0% | -101.8% | -43.2% |
| All | -80.3% | +374.2% | -454.5% | -96.6% |
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