+107.0%
DVOL vs VOO
+211.5%
-104.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +2.6% | +2.0% | +0.6% | +0.9% |
| 6M | +0.4% | +13.0% | -12.6% | -8.5% |
| YTD | +4.9% | +13.6% | -8.7% | -4.7% |
| 1Y | +4.9% | +20.1% | -15.1% | -8.6% |
| 3Y | +44.4% | +77.6% | -33.2% | -6.9% |
| 5Y | +28.9% | +82.4% | -53.5% | -19.2% |
| All | +107.0% | +211.5% | -104.5% | -16.2% |
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