-100.0%
DUST vs VOO
+722.6%
-822.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +4.3% |
| 7D | -3.1% | -0.9% | -2.2% | -4.0% |
| 30D | +0.2% | -2.3% | +2.6% | -1.4% |
| 3M | -4.8% | -1.2% | -3.6% | -4.5% |
| 6M | -6.5% | +3.3% | -9.8% | +0.5% |
| YTD | -46.0% | +12.3% | -58.3% | -35.1% |
| 1Y | -59.5% | +12.5% | -72.0% | -50.9% |
| 3Y | -96.9% | +79.2% | -176.1% | -93.7% |
| 5Y | -97.3% | +75.7% | -173.0% | -94.2% |
| 10Y | -100.0% | +313.7% | -413.7% | -99.8% |
| All | -100.0% | +722.6% | -822.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling