+100.2%
DOC vs VYM
+480.0%
-379.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +4.1% |
| 7D | +6.2% | -3.0% | +9.3% | +10.5% |
| 30D | +6.5% | +0.9% | +5.6% | +5.1% |
| 3M | -6.2% | -2.7% | -3.5% | -3.0% |
| 6M | +25.6% | +3.4% | +22.2% | +19.8% |
| YTD | +32.1% | +13.3% | +18.8% | +11.0% |
| 1Y | +20.3% | +17.0% | +3.3% | -3.3% |
| 3Y | +42.7% | +67.0% | -24.3% | -29.6% |
| 5Y | -22.2% | +67.3% | -89.4% | -61.9% |
| 10Y | +16.5% | +209.2% | -192.7% | -77.4% |
| All | +100.2% | +480.0% | -379.8% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling