+13.7%
DOC vs VYM
+205.2%
-191.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +3.2% |
| 7D | +6.2% | -3.0% | +9.3% | +9.6% |
| 30D | +6.5% | +0.9% | +5.6% | +5.4% |
| 3M | -6.2% | -2.7% | -3.5% | -3.7% |
| 6M | +25.6% | +3.4% | +22.2% | +21.1% |
| YTD | +32.1% | +13.3% | +18.8% | +15.5% |
| 1Y | +20.3% | +17.0% | +3.3% | +1.5% |
| 3Y | +42.7% | +67.0% | -24.3% | -17.5% |
| 5Y | -22.2% | +67.3% | -89.4% | -54.9% |
| All | +13.7% | +205.2% | -191.6% | -57.0% |
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