+331.8%
DUSL vs VOO
+273.9%
+58.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | +0.5% |
| 7D | +3.0% | +0.5% | +2.4% | +1.4% |
| 30D | -17.1% | -0.9% | -16.2% | -14.9% |
| 3M | -2.7% | +3.9% | -6.6% | -11.9% |
| 6M | -0.8% | +14.5% | -15.4% | -30.9% |
| YTD | +26.0% | +13.0% | +13.0% | -7.9% |
| 1Y | +33.0% | +19.4% | +13.6% | -16.3% |
| 3Y | +185.3% | +78.9% | +106.5% | -36.5% |
| 5Y | +137.3% | +82.3% | +55.0% | -42.5% |
| All | +331.8% | +273.9% | +58.0% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VOO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling