+97.7%
DOCN vs VCIT
+6.4%
+91.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -8.4% |
| 7D | -20.0% | +0.4% | -20.5% | -20.9% |
| 30D | -38.8% | +2.2% | -41.0% | -41.8% |
| 3M | -34.8% | -1.8% | -33.0% | -32.4% |
| 6M | -22.8% | -1.6% | -21.1% | -20.1% |
| YTD | +74.6% | -1.7% | +76.3% | +80.7% |
| 1Y | +116.4% | -0.8% | +117.3% | +119.6% |
| 3Y | +239.3% | +19.3% | +220.0% | +128.5% |
| 5Y | -20.2% | +3.5% | -23.8% | -18.7% |
| All | +97.7% | +6.4% | +91.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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