+28.9%
DVOL price history and return analytics
+58.5%
-29.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +2.8% | +2.9% | -0.1% | +0.9% |
| 30D | +4.2% | -2.5% | +6.7% | +5.8% |
| 3M | -2.0% | -3.3% | +1.3% | +0.1% |
| 6M | +1.8% | +1.5% | +0.3% | +0.4% |
| YTD | +6.5% | +11.4% | -4.9% | -1.6% |
| 1Y | +5.8% | +11.9% | -6.1% | -2.6% |
| 3Y | +45.6% | +73.9% | -28.3% | -1.8% |
| 5Y | +28.9% | +57.9% | -29.0% | -5.4% |
| All | +28.9% | +58.5% | -29.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling