+104.3%
DVOL price history and return analytics
+147.9%
-43.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -0.7% | -2.3% | +1.6% | +1.0% |
| 30D | +2.4% | -5.0% | +7.4% | +6.3% |
| 3M | -4.6% | -4.9% | +0.3% | -1.1% |
| 6M | -1.5% | -1.5% | +0.1% | -0.8% |
| YTD | +3.6% | +8.5% | -4.9% | -3.2% |
| 1Y | +5.2% | +11.4% | -6.1% | -3.6% |
| 3Y | +43.5% | +70.1% | -26.5% | -5.6% |
| 5Y | +26.7% | +53.7% | -27.0% | -10.3% |
| All | +104.3% | +147.9% | -43.5% | -5.7% |
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