+902.9%
DTE vs VO
+827.2%
+75.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.2% | -0.3% | +0.4% | +0.3% |
| 30D | -2.6% | -0.3% | -2.2% | -2.4% |
| 3M | -3.9% | +2.9% | -6.8% | -5.7% |
| 6M | -7.9% | +9.3% | -17.3% | -13.0% |
| YTD | +7.2% | +14.2% | -7.0% | -1.5% |
| 1Y | +3.1% | +15.3% | -12.2% | -5.9% |
| 3Y | +47.6% | +56.2% | -8.7% | +10.7% |
| 5Y | +32.7% | +42.4% | -9.7% | +3.3% |
| 10Y | +138.8% | +194.7% | -56.0% | +17.5% |
| All | +902.9% | +827.2% | +75.7% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling