+22.3%
DOC vs VYM
+65.4%
-43.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -4.8% | -0.5% | -4.2% | -4.2% |
| 3M | +6.9% | +3.0% | +3.9% | +3.7% |
| 6M | +20.7% | +8.2% | +12.5% | +11.4% |
| YTD | +34.1% | +15.8% | +18.3% | +15.1% |
| 1Y | +22.6% | +20.8% | +1.8% | +0.4% |
| All | +22.3% | +65.4% | -43.0% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling