+85.2%
VNQ vs DOC
+20.3%
+64.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | +2.2% | +4.3% | -2.2% | -0.3% |
| 30D | +7.1% | +9.2% | -2.1% | +1.8% |
| 3M | +0.8% | -0.8% | +1.7% | +1.1% |
| 6M | +2.2% | +7.1% | -4.9% | -2.2% |
| YTD | +12.8% | +34.0% | -21.2% | -7.0% |
| 1Y | +11.7% | +23.2% | -11.5% | -3.3% |
| 3Y | +44.5% | +53.6% | -9.1% | +7.0% |
| 5Y | +7.6% | -20.4% | +28.1% | +18.2% |
| 10Y | +85.2% | +23.4% | +61.8% | +49.7% |
| All | +85.2% | +20.3% | +64.9% | +49.7% |
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