-8.1%
DT vs VO
+60.2%
-68.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -24.7% | -2.6% | -22.1% | -22.8% |
| 30D | -27.4% | -0.9% | -26.4% | -26.6% |
| 3M | -11.1% | -3.0% | -8.1% | -8.5% |
| 6M | +13.7% | +2.2% | +11.5% | +11.4% |
| YTD | +0.2% | +10.6% | -10.3% | -9.3% |
| 1Y | -5.7% | +12.5% | -18.2% | -16.2% |
| 3Y | -8.1% | +61.4% | -69.5% | -37.9% |
| All | -8.1% | +60.2% | -68.3% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling