+55.8%
DOCS vs VMC
+40.2%
+15.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +19.4% | +14.7% | +4.7% | +14.4% |
| 3M | +53.4% | -0.3% | +53.7% | +53.2% |
| 6M | +28.8% | -1.7% | +30.4% | +28.8% |
| YTD | -25.1% | +0.7% | -25.7% | -27.0% |
| 1Y | -48.1% | +0.9% | -49.0% | -49.6% |
| All | +55.8% | +40.2% | +15.6% | +10.0% |
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