+184.3%
DOC vs VO
+827.2%
-642.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -4.8% | -0.3% | -4.4% | -4.4% |
| 3M | +6.9% | +2.9% | +3.9% | +3.3% |
| 6M | +20.7% | +9.3% | +11.4% | +9.1% |
| YTD | +34.1% | +14.2% | +20.0% | +15.3% |
| 1Y | +22.6% | +15.3% | +7.4% | +4.3% |
| 3Y | +20.8% | +56.2% | -35.4% | -27.2% |
| 5Y | -24.9% | +42.4% | -67.3% | -51.2% |
| 10Y | -1.8% | +194.7% | -196.6% | -73.3% |
| All | +184.3% | +827.2% | -642.9% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling