+164.6%
DOCN vs VYM
+93.2%
+71.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -9.6% | -0.5% | -9.1% | -8.7% |
| 3M | -37.7% | +3.0% | -40.7% | -41.1% |
| 6M | +115.2% | +8.2% | +107.0% | +86.4% |
| YTD | +133.7% | +15.8% | +117.9% | +79.7% |
| 1Y | +250.2% | +20.8% | +229.3% | +150.0% |
| 3Y | +320.3% | +65.3% | +255.0% | +83.0% |
| 5Y | +53.1% | +76.6% | -23.5% | -34.0% |
| All | +164.6% | +93.2% | +71.5% | +18.1% |
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