-38.3%
DOCS vs VYM
+19.0%
-57.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | +6.3% | +3.0% | +3.3% | +6.3% |
| 3M | +26.5% | -1.0% | +27.5% | +26.5% |
| 6M | +24.8% | +6.4% | +18.4% | +27.2% |
| YTD | -26.8% | +15.9% | -42.7% | -30.1% |
| 1Y | -38.3% | +18.7% | -57.0% | -45.0% |
| All | -38.3% | +19.0% | -57.3% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling