+1,246.4%
DVA vs VO
+821.9%
+424.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.8% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -2.0% | -1.1% | -1.0% | -1.4% |
| 3M | -6.3% | +4.5% | -10.8% | -8.8% |
| 6M | +19.4% | +11.1% | +8.4% | +11.9% |
| YTD | +58.5% | +13.5% | +45.0% | +46.1% |
| 1Y | +33.9% | +14.5% | +19.4% | +22.8% |
| 3Y | +88.4% | +58.1% | +30.3% | +41.5% |
| 5Y | +39.5% | +43.3% | -3.8% | +9.7% |
| 10Y | +179.5% | +193.2% | -13.7% | +42.6% |
| All | +1,246.4% | +821.9% | +424.5% | +213.6% |
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