+108.7%
DVOL vs VOO
+205.1%
-96.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +3.8% | -3.3% | +7.1% | +6.3% |
| 3M | -2.4% | -2.4% | 0.0% | -0.7% |
| 6M | +2.1% | +2.6% | -0.5% | -0.2% |
| YTD | +5.8% | +11.3% | -5.5% | -2.6% |
| 1Y | +6.4% | +13.4% | -7.1% | -3.5% |
| 3Y | +46.4% | +80.3% | -33.9% | -6.8% |
| 5Y | +28.7% | +72.7% | -44.0% | -16.0% |
| All | +108.7% | +205.1% | -96.4% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling