-100.0%
DUST price history and return analytics
+359.3%
-459.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -3.7% |
| 7D | -24.6% | -2.3% | -22.2% | -26.9% |
| 30D | -10.4% | -5.0% | -5.4% | -15.9% |
| 3M | -21.8% | -4.9% | -16.9% | -25.6% |
| 6M | -19.9% | -1.5% | -18.3% | -17.0% |
| YTD | -48.0% | +8.5% | -56.5% | -35.5% |
| 1Y | -66.9% | +11.4% | -78.3% | -57.0% |
| 3Y | -96.6% | +70.1% | -166.6% | -91.5% |
| 5Y | -97.7% | +53.7% | -151.5% | -94.4% |
| 10Y | -99.9% | +220.0% | -319.9% | -99.6% |
| All | -100.0% | +359.3% | -459.3% | -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