-100.0%
DUST price history and return analytics
+369.1%
-469.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +9.9% |
| 7D | -22.7% | -0.1% | -22.6% | -22.3% |
| 30D | -1.0% | -3.1% | +2.0% | -4.1% |
| 3M | -6.8% | -3.5% | -3.3% | -9.2% |
| 6M | -15.0% | +0.5% | -15.4% | -9.1% |
| YTD | -47.5% | +10.8% | -58.3% | -32.6% |
| 1Y | -61.3% | +11.9% | -73.2% | -49.2% |
| 3Y | -97.0% | +73.0% | -169.9% | -92.3% |
| 5Y | -97.5% | +58.6% | -156.1% | -93.6% |
| 10Y | -100.0% | +219.2% | -319.1% | -99.7% |
| All | -100.0% | +369.1% | -469.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling