-56.7%
DOCS vs VO
+38.8%
-95.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +0.6% |
| 7D | -4.2% | +0.2% | -4.4% | -4.5% |
| 30D | +8.6% | +2.0% | +6.6% | +5.6% |
| 3M | +27.2% | -0.3% | +27.5% | +27.7% |
| 6M | +26.5% | +7.3% | +19.2% | +13.5% |
| YTD | -25.0% | +15.0% | -40.0% | -40.3% |
| 1Y | -37.0% | +14.7% | -51.7% | -49.6% |
| 3Y | +39.4% | +67.3% | -27.9% | -40.1% |
| 5Y | -56.7% | +38.8% | -95.5% | -72.8% |
| All | -56.7% | +38.8% | -95.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling