+63.8%
DOCU vs VYM
+152.1%
-88.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +8.0% | -1.3% | +9.3% | +9.2% |
| 3M | +41.0% | +4.1% | +36.9% | +36.2% |
| 6M | +33.7% | +9.8% | +23.9% | +22.9% |
| YTD | -4.9% | +15.3% | -20.2% | -16.5% |
| 1Y | -20.4% | +20.0% | -40.4% | -32.6% |
| 3Y | +29.6% | +66.2% | -36.6% | -15.9% |
| 5Y | -76.9% | +77.5% | -154.4% | -85.1% |
| All | +63.8% | +152.1% | -88.3% | -14.2% |
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