+16.8%
DOC vs VIG
+274.4%
-257.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +1.0% |
| 7D | +8.7% | +2.7% | +6.0% | +5.8% |
| 30D | +7.6% | +7.0% | +0.6% | +0.6% |
| 3M | -5.3% | +4.0% | -9.3% | -8.9% |
| 6M | +27.6% | +12.3% | +15.3% | +13.5% |
| YTD | +32.4% | +16.4% | +16.0% | +13.3% |
| 1Y | +22.9% | +19.2% | +3.6% | +2.5% |
| 3Y | +43.1% | +68.8% | -25.7% | -17.0% |
| 5Y | -21.4% | +66.5% | -87.9% | -53.8% |
| 10Y | +16.8% | +275.4% | -258.5% | -65.1% |
| All | +16.8% | +274.4% | -257.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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