+84.2%
DOCN vs VYM
+92.4%
-8.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +3.8% |
| 7D | -12.8% | -0.7% | -12.1% | -11.0% |
| 30D | -41.9% | +2.5% | -44.4% | -44.1% |
| 3M | -36.9% | -1.2% | -35.7% | -35.3% |
| 6M | -52.2% | +5.9% | -58.1% | -57.0% |
| YTD | +62.7% | +15.4% | +47.3% | +26.3% |
| 1Y | +58.2% | +18.8% | +39.4% | +16.5% |
| 3Y | +219.5% | +73.8% | +145.6% | +28.2% |
| 5Y | -32.9% | +70.5% | -103.3% | -70.3% |
| All | +84.2% | +92.4% | -8.2% | -16.9% |
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