+103.4%
DOC vs VYM
+492.8%
-389.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -4.8% | -0.5% | -4.2% | -4.1% |
| 3M | +6.9% | +3.0% | +3.9% | +2.6% |
| 6M | +20.7% | +8.2% | +12.5% | +8.4% |
| YTD | +34.1% | +15.8% | +18.3% | +9.7% |
| 1Y | +22.6% | +20.8% | +1.8% | -5.4% |
| 3Y | +20.8% | +65.3% | -44.4% | -39.3% |
| 5Y | -24.9% | +76.6% | -101.5% | -65.9% |
| 10Y | -1.8% | +203.9% | -205.7% | -80.4% |
| All | +103.4% | +492.8% | -389.4% | -86.4% |
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 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