+8.9%
DOCS vs VMC
+21.0%
-12.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -1.4% | -4.3% | +2.9% | -0.1% |
| 30D | +21.8% | -8.2% | +30.1% | +25.2% |
| 3M | +27.3% | -7.0% | +34.3% | +30.0% |
| 6M | -0.3% | -10.8% | +10.4% | +2.7% |
| YTD | -40.5% | -7.4% | -33.1% | -40.5% |
| 1Y | -61.5% | -9.5% | -52.1% | -61.2% |
| All | +8.9% | +21.0% | -12.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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