+164.6%
DOC vs VIG
+623.5%
-459.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -1.5% | -0.4% | -1.0% | -0.9% |
| 30D | -4.8% | -1.0% | -3.8% | -3.6% |
| 3M | +6.9% | +2.8% | +4.1% | +3.0% |
| 6M | +20.7% | +8.2% | +12.6% | +8.6% |
| YTD | +34.1% | +11.0% | +23.1% | +16.4% |
| 1Y | +22.6% | +16.1% | +6.5% | +0.2% |
| 3Y | +20.8% | +56.2% | -35.3% | -34.1% |
| 5Y | -24.9% | +63.0% | -87.8% | -62.0% |
| 10Y | -1.8% | +241.4% | -243.2% | -83.4% |
| All | +164.6% | +623.5% | -459.0% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling