-52.9%
DOCS vs VYM
+71.9%
-124.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +3.7% | -1.1% | -1.8% |
| 30D | +11.4% | +3.7% | +7.7% | +6.9% |
| 3M | +25.4% | -0.7% | +26.1% | +26.6% |
| 6M | +42.5% | +7.2% | +35.3% | +30.7% |
| YTD | -24.7% | +16.9% | -41.7% | -39.0% |
| 1Y | -32.9% | +19.6% | -52.6% | -47.2% |
| 3Y | +39.6% | +74.6% | -35.0% | -34.7% |
| All | -52.9% | +71.9% | -124.8% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling