+84.0%
VNQ vs DOC
+23.6%
+60.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | +1.0% | -2.1% | -1.6% |
| 30D | +6.2% | +8.1% | -1.9% | +1.5% |
| 3M | +1.5% | +0.9% | +0.6% | +0.8% |
| 6M | +2.1% | +6.3% | -4.2% | -1.9% |
| YTD | +12.8% | +33.8% | -21.0% | -7.0% |
| 1Y | +10.4% | +21.6% | -11.2% | -3.7% |
| 3Y | +44.4% | +53.4% | -9.0% | +7.0% |
| 5Y | +7.4% | -21.0% | +28.4% | +18.4% |
| 10Y | +84.0% | +22.5% | +61.5% | +49.3% |
| All | +84.0% | +23.6% | +60.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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