+1,216.5%
VUG vs DOC
+184.2%
+1,032.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.6% |
| 7D | -3.0% | +8.7% | -11.7% | -5.5% |
| 30D | -6.4% | +7.6% | -14.1% | -8.7% |
| 3M | -3.2% | -5.3% | +2.0% | -1.9% |
| 6M | +3.1% | +27.6% | -24.5% | -5.3% |
| YTD | +6.3% | +32.4% | -26.1% | -3.8% |
| 1Y | +5.2% | +22.9% | -17.7% | -2.7% |
| 3Y | +87.4% | +43.1% | +44.3% | +62.3% |
| 5Y | +65.5% | -21.4% | +86.9% | +71.4% |
| 10Y | +422.7% | +16.8% | +405.8% | +356.1% |
| All | +1,216.5% | +184.2% | +1,032.3% | +676.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling