+203.9%
DOCN vs VCLT
+16.2%
+187.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | +0.3% | -19.4% | -19.5% |
| 30D | -43.1% | +3.7% | -46.7% | -45.7% |
| 3M | -40.7% | -1.5% | -39.2% | -39.7% |
| 6M | -55.0% | -3.8% | -51.1% | -52.8% |
| YTD | +50.6% | -3.1% | +53.7% | +56.2% |
| 1Y | +54.0% | -3.8% | +57.7% | +61.1% |
| 3Y | +203.9% | +16.7% | +187.2% | +141.2% |
| All | +203.9% | +16.2% | +187.7% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling