-92.9%
DUOT vs VT
+179.3%
-272.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -15.4% | -0.1% | -15.3% | -15.0% |
| 30D | -27.6% | -3.1% | -24.6% | -25.4% |
| 3M | -41.5% | -3.5% | -38.0% | -39.4% |
| 6M | -37.5% | +0.5% | -38.0% | -36.6% |
| YTD | -53.7% | +10.8% | -64.5% | -55.8% |
| 1Y | -47.8% | +11.9% | -59.7% | -50.5% |
| 3Y | +37.1% | +73.0% | -35.9% | +4.6% |
| 5Y | -20.9% | +58.6% | -79.6% | -37.2% |
| All | -92.9% | +179.3% | -272.3% | -95.8% |
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