-21.4%
DOC vs VO
+38.9%
-60.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.4% |
| 7D | +8.7% | +1.0% | +7.8% | +7.9% |
| 30D | +7.6% | +2.6% | +5.0% | +5.4% |
| 3M | -5.3% | -0.3% | -5.0% | -5.1% |
| 6M | +27.6% | +7.6% | +20.0% | +20.2% |
| YTD | +32.4% | +14.7% | +17.7% | +18.1% |
| 1Y | +22.9% | +16.4% | +6.4% | +8.2% |
| 3Y | +43.1% | +66.2% | -23.1% | -6.3% |
| 5Y | -21.4% | +39.1% | -60.5% | -42.8% |
| All | -21.4% | +38.9% | -60.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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