+14.5%
DOC vs VYM
+203.9%
-189.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | +6.5% | -2.8% | +9.3% | +9.6% |
| 30D | +9.2% | +1.0% | +8.1% | +7.9% |
| 3M | -2.5% | -2.9% | +0.4% | +0.4% |
| 6M | +7.1% | +2.6% | +4.5% | +4.1% |
| YTD | +33.0% | +12.8% | +20.2% | +16.8% |
| 1Y | +23.3% | +16.8% | +6.5% | +4.3% |
| 3Y | +44.9% | +66.9% | -21.9% | -16.1% |
| 5Y | -21.6% | +66.5% | -88.1% | -54.4% |
| All | +14.5% | +203.9% | -189.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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