+817.5%
VOO vs DLR
+441.6%
+375.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -2.3% | +0.5% | -2.9% | -2.6% |
| 3M | -1.2% | -4.4% | +3.3% | 0.0% |
| 6M | +3.3% | -6.4% | +9.8% | +4.7% |
| YTD | +12.3% | +19.5% | -7.2% | +5.0% |
| 1Y | +12.5% | +10.5% | +2.0% | +7.8% |
| 3Y | +79.2% | +54.0% | +25.2% | +51.5% |
| 5Y | +75.7% | +39.7% | +36.0% | +50.0% |
| 10Y | +313.7% | +189.5% | +124.2% | +176.5% |
| All | +817.5% | +441.6% | +375.9% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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