+237.5%
DOCN vs VYM
+74.7%
+162.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -3.9% |
| 7D | +19.1% | +3.7% | +15.4% | +10.9% |
| 30D | -21.0% | +3.7% | -24.7% | -26.1% |
| 3M | -34.7% | -0.7% | -34.0% | -33.4% |
| 6M | -45.8% | +7.2% | -53.0% | -53.1% |
| YTD | +79.4% | +16.9% | +62.4% | +30.2% |
| 1Y | +91.0% | +19.6% | +71.4% | +32.0% |
| 3Y | +237.5% | +74.6% | +162.9% | +13.4% |
| All | +237.5% | +74.7% | +162.7% | +13.4% |
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