+827.8%
VOO vs DD
+326.2%
+501.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +0.1% | -3.5% | +3.6% | +1.4% |
| 30D | +0.1% | -10.3% | +10.4% | +4.2% |
| 3M | +2.0% | -7.5% | +9.6% | +4.8% |
| 6M | +13.0% | -8.0% | +21.0% | +15.7% |
| YTD | +13.6% | +10.5% | +3.1% | +8.0% |
| 1Y | +20.1% | +38.3% | -18.2% | +4.1% |
| 3Y | +77.6% | +42.5% | +35.1% | +48.1% |
| 5Y | +82.4% | +60.2% | +22.3% | +42.8% |
| 10Y | +316.8% | +68.9% | +248.0% | +189.4% |
| All | +827.8% | +326.2% | +501.6% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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