-32.7%
DOX vs VOO
+74.6%
-107.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | +0.6% | +3.3% | -2.6% | -1.0% |
| 30D | -25.3% | -2.7% | -22.6% | -24.5% |
| 3M | -22.2% | -1.7% | -20.5% | -21.9% |
| 6M | -27.7% | +3.1% | -30.9% | -29.6% |
| YTD | -43.6% | +11.9% | -55.5% | -47.7% |
| 1Y | -40.9% | +12.1% | -52.9% | -45.2% |
| 3Y | -40.3% | +78.6% | -118.9% | -58.5% |
| 5Y | -32.7% | +73.8% | -106.5% | -52.6% |
| All | -32.7% | +74.6% | -107.3% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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