+127.2%
DJP price history and return analytics
+229.8%
-102.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | +7.6% | -1.0% | +8.6% | +7.9% |
| 3M | +13.6% | +3.2% | +10.5% | +12.3% |
| 6M | +12.3% | +12.5% | -0.2% | +7.4% |
| YTD | +39.8% | +14.1% | +25.7% | +32.9% |
| 1Y | +51.7% | +18.9% | +32.8% | +42.0% |
| 3Y | +60.4% | +74.1% | -13.7% | +29.5% |
| 5Y | +87.4% | +66.9% | +20.6% | +52.4% |
| All | +127.2% | +229.8% | -102.6% | +42.4% |
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