+203.9%
DOCN vs VCLT
+16.8%
+187.1%
-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% | -45.8% |
| 3M | -40.7% | -1.0% | -39.7% | -40.1% |
| 6M | -55.0% | -3.4% | -51.6% | -53.1% |
| YTD | +50.6% | -2.6% | +53.2% | +55.2% |
| 1Y | +54.0% | -3.3% | +57.2% | +60.0% |
| 3Y | +203.9% | +17.3% | +186.6% | +139.6% |
| All | +203.9% | +16.8% | +187.1% | +139.6% |
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