-76.5%
DOCU vs VYM
+76.8%
-153.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.3% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +19.0% | -0.5% | +19.5% | +20.0% |
| 3M | +34.3% | +3.0% | +31.3% | +28.5% |
| 6M | +48.0% | +8.2% | +39.8% | +30.5% |
| YTD | 0.0% | +15.8% | -15.8% | -21.2% |
| 1Y | -10.3% | +20.8% | -31.1% | -34.0% |
| 3Y | +32.4% | +65.3% | -32.9% | -43.3% |
| All | -76.5% | +76.8% | -153.3% | -90.2% |
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 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