+115.6%
DT vs VO
+112.1%
+3.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.7% |
| 7D | -2.5% | -2.5% | -0.1% | +0.4% |
| 30D | +3.5% | -3.2% | +6.8% | +7.6% |
| 3M | +26.7% | +3.9% | +22.8% | +20.8% |
| 6M | +36.1% | +9.6% | +26.5% | +21.2% |
| YTD | +18.6% | +11.6% | +7.1% | +3.3% |
| 1Y | +7.9% | +12.6% | -4.7% | -7.2% |
| 3Y | +8.6% | +55.4% | -46.8% | -37.1% |
| 5Y | -26.7% | +41.8% | -68.5% | -50.8% |
| All | +115.6% | +112.1% | +3.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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