-43.0%
DT vs VO
+32.6%
-75.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | -24.7% | -2.6% | -22.1% | -22.1% |
| 30D | -27.4% | -0.9% | -26.4% | -26.4% |
| 3M | -11.1% | -3.0% | -8.1% | -7.6% |
| 6M | +13.7% | +2.2% | +11.5% | +10.3% |
| YTD | +0.2% | +10.6% | -10.3% | -12.7% |
| 1Y | -5.7% | +12.5% | -18.2% | -19.9% |
| 3Y | -8.1% | +61.4% | -69.5% | -53.5% |
| All | -43.0% | +32.6% | -75.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling