-84.7%
DSX vs VT
+346.0%
-430.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.6% |
| 7D | -6.4% | -2.3% | -4.1% | -4.0% |
| 30D | -17.3% | -5.0% | -12.4% | -12.4% |
| 3M | -6.4% | -4.9% | -1.5% | -1.2% |
| 6M | -12.3% | -1.5% | -10.8% | -11.1% |
| YTD | +42.7% | +8.5% | +34.2% | +30.3% |
| 1Y | +43.6% | +11.4% | +32.2% | +27.4% |
| 3Y | -18.4% | +70.1% | -88.5% | -56.1% |
| 5Y | -17.3% | +53.7% | -71.1% | -50.5% |
| 10Y | +65.0% | +220.0% | -155.0% | -57.6% |
| All | -84.7% | +346.0% | -430.7% | -97.1% |
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