-90.9%
DDL price history and return analytics
+70.2%
-161.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.1% |
| 7D | -5.3% | -1.1% | -4.2% | -3.9% |
| 30D | -8.2% | -1.0% | -7.2% | -7.0% |
| 3M | -12.7% | +3.2% | -15.8% | -16.7% |
| 6M | -20.4% | +12.5% | -32.9% | -32.8% |
| YTD | -14.1% | +14.1% | -28.1% | -28.7% |
| 1Y | -5.7% | +18.9% | -24.6% | -26.2% |
| 3Y | +14.4% | +74.1% | -59.6% | -48.9% |
| 5Y | -90.5% | +66.9% | -157.3% | -95.6% |
| All | -90.9% | +70.2% | -161.1% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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