+111.9%
DOCN vs VCLT
-9.3%
+121.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +5.0% |
| 7D | +27.4% | -1.9% | +29.3% | +30.4% |
| 30D | -29.7% | +1.4% | -31.2% | -31.4% |
| 3M | -32.5% | -1.8% | -30.7% | -31.2% |
| 6M | -42.2% | -3.9% | -38.3% | -39.4% |
| YTD | +87.2% | -3.9% | +91.1% | +96.3% |
| 1Y | +86.2% | -4.7% | +90.9% | +97.6% |
| 3Y | +257.4% | +14.1% | +243.3% | +198.4% |
| 5Y | -27.4% | -16.6% | -10.8% | +1.8% |
| All | +111.9% | -9.3% | +121.3% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling