-48.1%
DOCS vs VYM
+16.6%
-64.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -0.8% | -2.8% | +2.1% | -0.1% |
| 30D | +17.4% | +1.0% | +16.4% | +18.4% |
| 3M | +57.4% | -2.9% | +60.3% | +58.2% |
| 6M | +26.5% | +2.6% | +24.0% | +30.3% |
| YTD | -26.6% | +12.8% | -39.4% | -27.8% |
| 1Y | -48.1% | +16.8% | -64.8% | -52.9% |
| All | -48.1% | +16.6% | -64.6% | -52.9% |
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