-84.8%
DSX vs VT
+345.0%
-429.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | +1.7% |
| 7D | -8.7% | -4.2% | -4.5% | -4.2% |
| 30D | -18.0% | -5.8% | -12.2% | -12.3% |
| 3M | -8.7% | -5.2% | -3.4% | -3.1% |
| 6M | -14.0% | +0.1% | -14.1% | -14.5% |
| YTD | +41.5% | +8.2% | +33.2% | +29.5% |
| 1Y | +39.8% | +10.1% | +29.7% | +25.7% |
| 3Y | -20.8% | +69.7% | -90.5% | -57.3% |
| 5Y | -18.0% | +53.4% | -71.4% | -50.8% |
| 10Y | +63.6% | +219.2% | -155.7% | -57.9% |
| All | -84.8% | +345.0% | -429.8% | -97.2% |
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