-54.2%
DOCS vs VYM
+66.0%
-120.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.5% |
| 7D | -0.8% | -2.8% | +2.1% | +2.8% |
| 30D | +17.4% | +1.0% | +16.4% | +16.3% |
| 3M | +57.4% | -2.9% | +60.3% | +63.4% |
| 6M | +26.5% | +2.6% | +24.0% | +22.4% |
| YTD | -26.6% | +12.8% | -39.4% | -37.8% |
| 1Y | -48.1% | +16.8% | -64.8% | -58.0% |
| 3Y | +52.6% | +66.9% | -14.2% | -24.3% |
| All | -54.2% | +66.0% | -120.3% | -76.1% |
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