-4.4%
DOC vs VEU
+151.7%
-156.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.3% |
| 7D | -1.5% | +1.1% | -2.6% | -2.4% |
| 30D | -4.8% | +2.2% | -6.9% | -6.5% |
| 3M | +6.9% | +3.0% | +3.9% | +3.5% |
| 6M | +20.7% | +10.9% | +9.9% | +9.6% |
| YTD | +34.1% | +18.2% | +16.0% | +14.7% |
| 1Y | +22.6% | +28.3% | -5.6% | -2.6% |
| 3Y | +20.8% | +74.6% | -53.8% | -27.9% |
| 5Y | -24.9% | +56.4% | -81.2% | -50.8% |
| All | -4.4% | +151.7% | -156.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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