+25.6%
DOC vs VYM
+3.9%
+21.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +2.4% |
| 7D | +6.2% | -3.0% | +9.3% | +8.8% |
| 30D | +6.5% | +0.9% | +5.6% | +5.1% |
| 3M | -6.2% | -2.7% | -3.5% | -4.4% |
| 6M | +25.6% | +3.4% | +22.2% | +19.2% |
| All | +25.6% | +3.9% | +21.7% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling