-50.3%
DOCS vs VMC
+59.0%
-109.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.3% |
| 7D | -1.4% | -4.3% | +2.9% | +1.0% |
| 30D | +21.8% | -8.2% | +30.1% | +27.9% |
| 3M | +27.3% | -7.0% | +34.3% | +31.9% |
| 6M | -0.3% | -10.8% | +10.4% | +5.0% |
| YTD | -40.5% | -7.4% | -33.1% | -40.2% |
| 1Y | -61.5% | -9.5% | -52.1% | -60.9% |
| 3Y | +8.2% | +20.5% | -12.3% | -15.8% |
| 5Y | -73.4% | +51.6% | -125.0% | -83.2% |
| All | -50.3% | +59.0% | -109.3% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling