-38.0%
DOCS vs VYM
+81.9%
-119.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.9% |
| 30D | +7.8% | +2.5% | +5.3% | +4.8% |
| 3M | +20.0% | -1.2% | +21.2% | +21.8% |
| 6M | +26.5% | +5.9% | +20.6% | +17.8% |
| YTD | -25.8% | +15.4% | -41.2% | -38.7% |
| 1Y | -39.5% | +18.8% | -58.3% | -51.9% |
| 3Y | +60.3% | +73.8% | -13.5% | -23.7% |
| 5Y | -57.0% | +70.5% | -127.5% | -78.3% |
| All | -38.0% | +81.9% | -119.8% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling