+77.9%
DOC vs VCLT
+101.1%
-23.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +7.6% | +3.9% | +3.7% | +5.2% |
| 3M | -5.3% | -1.9% | -3.3% | -4.1% |
| 6M | +27.6% | -2.6% | +30.2% | +29.8% |
| YTD | +32.4% | -3.1% | +35.5% | +35.1% |
| 1Y | +22.9% | -3.6% | +26.4% | +25.7% |
| 3Y | +43.1% | +15.9% | +27.2% | +32.0% |
| 5Y | -21.4% | -16.4% | -4.9% | -14.8% |
| 10Y | +16.8% | +17.5% | -0.7% | +14.2% |
| All | +77.9% | +101.1% | -23.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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